+299.9%
NSC vs BR
+280.7%
+19.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.5% | +1.9% | -5.4% | -4.5% |
| 30D | +3.9% | +15.9% | -11.9% | -3.4% |
| 3M | -0.8% | +13.7% | -14.4% | -7.3% |
| 6M | +7.1% | +31.0% | -23.9% | -7.7% |
| YTD | +16.4% | -12.0% | +28.4% | +22.4% |
| 1Y | +16.9% | -11.5% | +28.4% | +22.5% |
| 3Y | +78.4% | +14.9% | +63.4% | +58.8% |
| 5Y | +33.1% | +20.1% | +13.0% | +12.9% |
| 10Y | +299.9% | +278.9% | +21.0% | +95.4% |
| All | +299.9% | +280.7% | +19.2% | +95.4% |
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