+1,987.1%
NSC vs BB
+258.8%
+1,728.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | -5.6% | +0.1% | -5.0% |
| 30D | -3.2% | -11.8% | +8.6% | -2.2% |
| 3M | +7.7% | -25.5% | +33.2% | +9.9% |
| 6M | +4.5% | +121.3% | -116.7% | -4.7% |
| YTD | +15.6% | +103.2% | -87.6% | +6.2% |
| 1Y | +19.8% | +102.6% | -82.8% | +9.7% |
| 3Y | +70.1% | +37.5% | +32.6% | +56.7% |
| 5Y | +46.1% | -30.4% | +76.6% | +40.4% |
| 10Y | +328.1% | 0.0% | +328.1% | +257.9% |
| All | +1,987.1% | +258.8% | +1,728.3% | +1,585.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling