+299.9%
NSC vs BNS
+188.9%
+110.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | -3.5% | -3.2% | -0.3% | -1.5% |
| 30D | +3.9% | +5.1% | -1.1% | +0.7% |
| 3M | -0.8% | +6.0% | -6.7% | -5.0% |
| 6M | +7.1% | +23.4% | -16.2% | -7.5% |
| YTD | +16.4% | +30.4% | -14.0% | -3.6% |
| 1Y | +16.9% | +44.0% | -27.1% | -9.5% |
| 3Y | +78.4% | +150.3% | -72.0% | -7.2% |
| 5Y | +33.1% | +83.0% | -49.9% | -14.8% |
| 10Y | +299.9% | +190.9% | +109.0% | +89.6% |
| All | +299.9% | +188.9% | +110.9% | +89.6% |
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