+32.3%
NSC vs BEN
+28.2%
+4.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.8% |
| 7D | +2.5% | +6.8% | -4.3% | +0.1% |
| 30D | +1.7% | +18.0% | -16.3% | -4.2% |
| 3M | -2.6% | +7.5% | -10.0% | -5.2% |
| 6M | +6.4% | +14.7% | -8.3% | +0.7% |
| YTD | +15.5% | +56.1% | -40.6% | -3.1% |
| 1Y | +17.6% | +69.6% | -52.0% | -4.4% |
| 3Y | +75.0% | +87.7% | -12.7% | +31.9% |
| All | +32.3% | +28.2% | +4.0% | +10.8% |
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