+2,647.9%
NSC vs BG
+931.4%
+1,716.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.2% |
| 7D | -3.4% | +5.0% | -8.4% | -4.8% |
| 30D | +3.6% | -3.2% | +6.8% | +4.5% |
| 3M | -1.4% | -11.2% | +9.8% | +1.6% |
| 6M | +6.0% | -19.4% | +25.4% | +11.8% |
| YTD | +15.5% | +13.6% | +1.9% | +9.3% |
| 1Y | +16.2% | +7.3% | +9.0% | +11.8% |
| 3Y | +76.9% | +3.8% | +73.2% | +68.1% |
| 5Y | +29.3% | +23.2% | +6.1% | +13.8% |
| 10Y | +298.3% | +97.9% | +200.3% | +185.2% |
| All | +2,647.9% | +931.4% | +1,716.5% | +1,539.8% |
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