+15.5%
NSC vs BEN
+70.3%
-54.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | +0.6% |
| 7D | -5.4% | +12.2% | -17.6% | -7.5% |
| 30D | +2.9% | +12.1% | -9.1% | +0.6% |
| 3M | -2.2% | +7.3% | -9.5% | -3.5% |
| 6M | +5.3% | +17.9% | -12.6% | +1.6% |
| YTD | +14.8% | +55.4% | -40.7% | +2.8% |
| All | +15.5% | +70.3% | -54.9% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling