+75.8%
NSC vs BBY
+38.4%
+37.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | -3.2% | +6.8% | -10.0% | -4.5% |
| 3M | +3.9% | +18.7% | -14.8% | 0.0% |
| 6M | +7.8% | +37.3% | -29.5% | -0.2% |
| YTD | +13.4% | +35.3% | -21.9% | +5.2% |
| 1Y | +20.3% | +20.7% | -0.4% | +14.4% |
| All | +75.8% | +38.4% | +37.4% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling