+5,440.5%
NSC vs BEN
+4,818.7%
+621.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.7% | -7.5% | -4.7% |
| 7D | -6.6% | +6.6% | -13.2% | -9.1% |
| 30D | +2.2% | +3.8% | -1.7% | +0.4% |
| 3M | -6.2% | +0.2% | -6.4% | -6.6% |
| 6M | +1.7% | +10.4% | -8.8% | -3.0% |
| YTD | +12.2% | +46.2% | -33.9% | -4.9% |
| 1Y | +15.4% | +52.3% | -36.8% | -4.0% |
| 3Y | +73.3% | +65.9% | +7.4% | +35.5% |
| 5Y | +24.7% | +20.6% | +4.1% | +8.2% |
| 10Y | +324.5% | +64.8% | +259.7% | +207.0% |
| All | +5,440.5% | +4,818.7% | +621.8% | +1,346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling