+5,648.5%
NSC vs BBY
+89,001.1%
-83,352.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -3.5% | +3.7% | -7.3% | -4.1% |
| 30D | +3.9% | +20.9% | -16.9% | +0.7% |
| 3M | -0.8% | +27.6% | -28.4% | -4.9% |
| 6M | +7.1% | +86.9% | -79.8% | -4.1% |
| YTD | +16.4% | +63.3% | -46.9% | +6.2% |
| 1Y | +16.9% | +42.6% | -25.7% | +9.0% |
| 3Y | +78.4% | +89.8% | -11.4% | +56.3% |
| 5Y | +33.1% | -0.1% | +33.2% | +27.2% |
| 10Y | +299.9% | +294.3% | +5.6% | +207.0% |
| All | +5,648.5% | +89,001.1% | -83,352.6% | +2,605.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling