+13.4%
NSC vs BN
-10.1%
+23.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -6.2% | +5.3% | -11.6% | -7.2% |
| 30D | +2.6% | +11.9% | -9.3% | +0.3% |
| 3M | -5.8% | -5.7% | -0.1% | -4.8% |
| 6M | +2.1% | -10.6% | +12.7% | +4.3% |
| YTD | +12.7% | -9.4% | +22.0% | +14.1% |
| All | +13.4% | -10.1% | +23.5% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling