+33.1%
NSC vs BBY
+1.1%
+32.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -3.5% | +3.7% | -7.3% | -4.3% |
| 30D | +3.9% | +20.9% | -16.9% | -0.5% |
| 3M | -0.8% | +27.6% | -28.4% | -6.4% |
| 6M | +7.1% | +86.9% | -79.8% | -8.7% |
| YTD | +16.4% | +63.3% | -46.9% | +2.2% |
| 1Y | +16.9% | +42.6% | -25.7% | +6.2% |
| 3Y | +78.4% | +89.8% | -11.4% | +44.1% |
| 5Y | +33.1% | -0.1% | +33.2% | +14.4% |
| All | +33.1% | +1.1% | +32.0% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling