+302.5%
NSC vs BLDR
+602.6%
-300.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.6% | +0.4% |
| 7D | -5.4% | -2.7% | -2.6% | -4.8% |
| 30D | +2.9% | +24.8% | -21.9% | -3.2% |
| 3M | -2.2% | -11.7% | +9.5% | +0.1% |
| 6M | +5.3% | -14.8% | +20.0% | +7.5% |
| YTD | +14.8% | -35.9% | +50.6% | +24.9% |
| 1Y | +16.6% | -39.7% | +56.3% | +28.6% |
| 3Y | +78.6% | -45.6% | +124.2% | +92.1% |
| 5Y | +27.2% | -2.5% | +29.7% | +8.8% |
| 10Y | +302.5% | +597.4% | -294.8% | +83.7% |
| All | +302.5% | +602.6% | -300.0% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling