+328.2%
NSC vs BNS
+187.0%
+141.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | -1.4% | -2.2% | +0.8% | 0.0% |
| 30D | -3.4% | +4.5% | -7.9% | -6.5% |
| 3M | +5.1% | +14.9% | -9.8% | -4.7% |
| 6M | +9.2% | +32.5% | -23.3% | -10.0% |
| YTD | +13.4% | +28.6% | -15.2% | -5.0% |
| 1Y | +20.8% | +48.4% | -27.6% | -8.2% |
| 3Y | +76.1% | +130.8% | -54.7% | -2.9% |
| 5Y | +45.3% | +94.8% | -49.5% | -11.2% |
| All | +328.2% | +187.0% | +141.2% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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