+76.9%
NSC vs BG
+4.4%
+72.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.9% |
| 7D | -3.4% | +5.0% | -8.4% | -4.1% |
| 30D | +3.6% | -3.2% | +6.8% | +4.0% |
| 3M | -1.4% | -11.2% | +9.8% | +0.1% |
| 6M | +6.0% | -19.4% | +25.4% | +8.9% |
| YTD | +15.5% | +13.6% | +1.9% | +10.9% |
| 1Y | +16.2% | +7.3% | +9.0% | +12.8% |
| 3Y | +76.9% | +3.8% | +73.2% | +71.1% |
| All | +76.9% | +4.4% | +72.5% | +71.1% |
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