+47.4%
NSC vs BEN
+39.3%
+8.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.7% |
| 7D | -5.5% | +0.2% | -5.7% | -5.6% |
| 30D | -3.2% | -0.5% | -2.7% | -3.1% |
| 3M | +7.7% | +9.7% | -2.0% | +4.0% |
| 6M | +4.5% | +33.9% | -29.4% | -6.2% |
| YTD | +15.6% | +49.0% | -33.4% | -0.3% |
| 1Y | +19.8% | +42.1% | -22.3% | +4.8% |
| 3Y | +70.1% | +51.9% | +18.2% | +41.4% |
| All | +47.4% | +39.3% | +8.1% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling