+302.5%
NSC vs BN
+289.4%
+13.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | -0.1% |
| 7D | -5.4% | +3.6% | -9.0% | -7.1% |
| 30D | +2.9% | +15.9% | -12.9% | -4.5% |
| 3M | -2.2% | -2.3% | +0.2% | -1.4% |
| 6M | +5.3% | -8.4% | +13.7% | +9.1% |
| YTD | +14.8% | -5.9% | +20.6% | +16.0% |
| 1Y | +16.6% | -5.6% | +22.2% | +17.4% |
| 3Y | +78.6% | +104.2% | -25.6% | +14.5% |
| 5Y | +27.2% | +35.5% | -8.3% | -0.7% |
| 10Y | +302.5% | +285.2% | +17.3% | +77.9% |
| All | +302.5% | +289.4% | +13.2% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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