+42.0%
NSC vs BIYA
-99.9%
+141.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.8% |
| 7D | -6.6% | -10.5% | +3.9% | -6.6% |
| 30D | +2.2% | -51.7% | +53.9% | +2.1% |
| 3M | -6.2% | -60.8% | +54.6% | -6.2% |
| 6M | +1.7% | -90.6% | +92.3% | +1.9% |
| YTD | +12.2% | -97.1% | +109.4% | +13.8% |
| 1Y | +15.4% | -99.1% | +114.5% | +19.3% |
| All | +42.0% | -99.9% | +141.9% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling