+73.3%
NSC vs BLDR
-50.4%
+123.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.0% |
| 7D | -6.6% | -3.7% | -3.0% | -6.1% |
| 30D | +2.2% | +16.8% | -14.6% | -1.0% |
| 3M | -6.2% | -13.7% | +7.5% | -4.2% |
| 6M | +1.7% | -21.9% | +23.5% | +5.1% |
| YTD | +12.2% | -39.2% | +51.4% | +21.2% |
| 1Y | +15.4% | -42.6% | +58.1% | +25.9% |
| 3Y | +73.3% | -50.2% | +123.5% | +86.8% |
| All | +73.3% | -50.4% | +123.8% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling