+299.9%
NSC vs BG
+100.9%
+199.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -3.5% | +3.4% | -6.9% | -4.5% |
| 30D | +3.9% | -3.8% | +7.7% | +5.0% |
| 3M | -0.8% | -9.6% | +8.8% | +1.8% |
| 6M | +7.1% | -19.5% | +26.6% | +13.3% |
| YTD | +16.4% | +14.6% | +1.8% | +9.2% |
| 1Y | +16.9% | +6.6% | +10.3% | +12.1% |
| 3Y | +78.4% | +4.7% | +73.7% | +68.0% |
| 5Y | +33.1% | +22.1% | +11.0% | +14.9% |
| 10Y | +299.9% | +109.2% | +190.7% | +134.4% |
| All | +299.9% | +100.9% | +199.0% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling