+309.6%
NSC vs BN
+271.1%
+38.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.4% |
| 7D | -6.6% | +5.3% | -12.0% | -9.1% |
| 30D | +2.2% | +11.9% | -9.7% | -3.5% |
| 3M | -6.2% | -5.7% | -0.5% | -3.8% |
| 6M | +1.7% | -10.6% | +12.3% | +6.6% |
| YTD | +12.2% | -9.4% | +21.6% | +15.6% |
| 1Y | +15.4% | -8.8% | +24.2% | +18.2% |
| 3Y | +73.3% | +95.6% | -22.3% | +13.7% |
| 5Y | +24.7% | +30.2% | -5.5% | -0.6% |
| All | +309.6% | +271.1% | +38.5% | +84.2% |
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