+284.9%
NSC vs BBY
+288.1%
-3.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +2.5% | +4.5% | -2.0% | +1.1% |
| 30D | +1.7% | +16.8% | -15.1% | -3.2% |
| 3M | -2.6% | +23.2% | -25.8% | -9.1% |
| 6M | +6.4% | +91.9% | -85.5% | -14.7% |
| YTD | +15.5% | +61.6% | -46.2% | -2.9% |
| 1Y | +17.6% | +43.9% | -26.3% | +2.6% |
| 3Y | +75.0% | +88.6% | -13.7% | +33.0% |
| 5Y | +32.2% | -3.1% | +35.3% | +22.4% |
| All | +284.9% | +288.1% | -3.3% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling