+2,692.4%
NSC vs BG
+937.2%
+1,755.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.6% | +1.5% | +0.2% | +1.2% |
| 30D | +4.2% | -7.0% | +11.2% | +6.3% |
| 3M | -0.2% | -10.0% | +9.7% | +2.4% |
| 6M | +7.6% | -19.8% | +27.4% | +13.7% |
| YTD | +17.4% | +14.3% | +3.1% | +10.8% |
| 1Y | +18.3% | +6.5% | +11.8% | +14.0% |
| 3Y | +79.8% | +4.4% | +75.5% | +70.5% |
| 5Y | +34.3% | +20.2% | +14.1% | +19.1% |
| 10Y | +303.1% | +108.5% | +194.6% | +184.4% |
| All | +2,692.4% | +937.2% | +1,755.2% | +1,563.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling