+45.9%
NSC vs BIDU
-44.5%
+90.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +0.1% |
| 7D | -1.5% | -2.4% | +0.9% | -1.3% |
| 30D | -1.9% | -15.6% | +13.7% | -0.7% |
| 3M | +6.2% | -22.3% | +28.5% | +8.2% |
| 6M | +9.2% | -22.3% | +31.4% | +10.7% |
| YTD | +15.0% | -29.2% | +44.2% | +17.3% |
| 1Y | +21.1% | -14.8% | +35.9% | +20.8% |
| 3Y | +78.6% | -31.8% | +110.4% | +78.9% |
| 5Y | +45.9% | -43.1% | +89.0% | +43.6% |
| All | +45.9% | -44.5% | +90.4% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 5y: compounded portfolio wealth divided by compounded BIDU 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…
5y analysis · Full analysis span regression · 6 months rolling