+78.9%
NSC vs BLDR
-53.1%
+132.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | 0.0% |
| 7D | -5.5% | -2.8% | -2.7% | -5.0% |
| 30D | -3.2% | -13.3% | +10.1% | -0.8% |
| 3M | +7.7% | -12.3% | +19.9% | +9.4% |
| 6M | +4.5% | -31.5% | +36.0% | +11.1% |
| YTD | +15.6% | -36.1% | +51.6% | +24.2% |
| 1Y | +19.8% | -54.1% | +73.9% | +37.4% |
| All | +78.9% | -53.1% | +132.0% | +89.9% |
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