+5,605.4%
NSC vs BN
+15,251.3%
-9,646.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -5.5% | -2.5% | -3.0% | -4.6% |
| 30D | -3.2% | -9.5% | +6.3% | +0.6% |
| 3M | +7.7% | -10.4% | +18.1% | +12.2% |
| 6M | +4.5% | -6.4% | +10.9% | +6.5% |
| YTD | +15.6% | -11.9% | +27.4% | +20.1% |
| 1Y | +19.8% | -8.6% | +28.5% | +22.2% |
| 3Y | +70.1% | +77.6% | -7.5% | +29.7% |
| 5Y | +46.1% | +37.0% | +9.1% | +20.8% |
| 10Y | +328.1% | +266.4% | +61.7% | +139.1% |
| All | +5,605.4% | +15,251.3% | -9,646.0% | +1,348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling