+302.5%
NSC vs BEN
+70.4%
+232.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | -0.9% |
| 7D | -5.4% | +12.2% | -17.6% | -10.1% |
| 30D | +2.9% | +12.1% | -9.1% | -2.3% |
| 3M | -2.2% | +7.3% | -9.5% | -5.5% |
| 6M | +5.3% | +17.9% | -12.6% | -2.9% |
| YTD | +14.8% | +55.4% | -40.7% | -7.2% |
| 1Y | +16.6% | +69.3% | -52.8% | -9.4% |
| 3Y | +78.6% | +82.8% | -4.2% | +29.0% |
| 5Y | +27.2% | +28.8% | -1.6% | +5.6% |
| 10Y | +302.5% | +53.9% | +248.6% | +164.2% |
| All | +302.5% | +70.4% | +232.1% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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