+335.7%
NSC vs BG
+160.3%
+175.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.0% | +0.5% | -2.6% | -2.2% |
| 30D | -3.2% | +10.3% | -13.5% | -6.2% |
| 3M | +3.9% | -1.9% | +5.8% | +4.0% |
| 6M | +7.8% | +5.2% | +2.5% | +5.0% |
| YTD | +13.4% | +41.2% | -27.8% | +0.2% |
| 1Y | +20.3% | +50.5% | -30.2% | +3.5% |
| 3Y | +76.1% | +19.9% | +56.2% | +60.2% |
| 5Y | +45.0% | +86.7% | -41.7% | +8.8% |
| 10Y | +335.7% | +167.5% | +168.2% | +151.9% |
| All | +335.7% | +160.3% | +175.4% | +151.9% |
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