+48.6%
NSC vs BIYA
-99.9%
+148.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +1.6% | +10.0% | -8.4% | +1.6% |
| 30D | +4.2% | -17.7% | +21.9% | +4.2% |
| 3M | -0.2% | -55.0% | +54.8% | -0.2% |
| 6M | +7.6% | -85.1% | +92.7% | +7.6% |
| YTD | +17.4% | -96.9% | +114.2% | +19.0% |
| 1Y | +18.3% | -98.5% | +116.8% | +21.4% |
| All | +48.6% | -99.9% | +148.4% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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