+328.2%
NSC vs BR
+190.5%
+137.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.4% | -6.0% | +4.6% | +1.5% |
| 30D | -3.4% | -0.9% | -2.5% | -3.1% |
| 3M | +5.1% | +16.4% | -11.3% | -3.3% |
| 6M | +9.2% | -8.2% | +17.4% | +12.5% |
| YTD | +13.4% | -23.2% | +36.6% | +27.6% |
| 1Y | +20.8% | -30.9% | +51.7% | +43.9% |
| 3Y | +76.1% | -5.0% | +81.1% | +73.5% |
| 5Y | +45.3% | +8.8% | +36.5% | +29.0% |
| All | +328.2% | +190.5% | +137.6% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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