+24.4%
NSC vs BLDR
-8.6%
+33.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -1.9% |
| 7D | -6.6% | -3.7% | -3.0% | -6.0% |
| 30D | +2.2% | +16.8% | -14.6% | -1.3% |
| 3M | -6.2% | -13.7% | +7.5% | -4.0% |
| 6M | +1.7% | -21.9% | +23.5% | +5.4% |
| YTD | +12.2% | -39.2% | +51.4% | +21.7% |
| 1Y | +15.4% | -42.6% | +58.1% | +26.5% |
| 3Y | +73.3% | -50.2% | +123.5% | +87.1% |
| All | +24.4% | -8.6% | +33.0% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling