+1,591.8%
NSC vs BLDR
+414.6%
+1,177.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | -5.5% | -2.8% | -2.7% | -5.0% |
| 30D | -3.2% | -13.3% | +10.1% | -0.9% |
| 3M | +7.7% | -12.3% | +19.9% | +9.4% |
| 6M | +4.5% | -31.5% | +36.0% | +10.3% |
| YTD | +15.6% | -36.1% | +51.6% | +23.0% |
| 1Y | +19.8% | -54.1% | +73.9% | +34.6% |
| 3Y | +70.1% | -55.8% | +125.9% | +87.2% |
| 5Y | +46.1% | +20.7% | +25.4% | +31.6% |
| 10Y | +328.1% | +390.2% | -62.2% | +189.0% |
| All | +1,591.8% | +414.6% | +1,177.1% | +724.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling