+78.6%
NSC vs BG
+20.0%
+58.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.1% |
| 7D | -1.5% | +2.4% | -3.9% | -1.9% |
| 30D | -1.9% | +15.0% | -17.0% | -4.0% |
| 3M | +6.2% | -0.7% | +6.9% | +6.2% |
| 6M | +9.2% | +7.5% | +1.7% | +7.4% |
| YTD | +15.0% | +41.6% | -26.6% | +7.2% |
| 1Y | +21.1% | +50.7% | -29.6% | +11.2% |
| 3Y | +78.6% | +20.3% | +58.3% | +69.7% |
| All | +78.6% | +20.0% | +58.6% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling