+77.8%
NSC vs BEN
+85.5%
-7.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +1.6% | +11.3% | -9.7% | -1.6% |
| 30D | +4.2% | +15.0% | -10.8% | -0.1% |
| 3M | -0.2% | +7.8% | -8.1% | -2.6% |
| 6M | +7.6% | +15.5% | -7.9% | +2.6% |
| YTD | +17.4% | +55.4% | -38.0% | +1.4% |
| 1Y | +18.3% | +63.3% | -45.0% | +0.5% |
| All | +77.8% | +85.5% | -7.7% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling