+20.3%
NSC vs BR
-31.7%
+52.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -2.0% | -5.0% | +3.0% | -2.0% |
| 30D | -3.2% | -2.5% | -0.7% | -3.1% |
| 3M | +3.9% | +13.5% | -9.6% | +3.9% |
| 6M | +7.8% | -9.4% | +17.2% | +8.0% |
| YTD | +13.4% | -23.3% | +36.7% | +18.8% |
| 1Y | +20.3% | -31.6% | +51.9% | +27.1% |
| All | +20.3% | -31.7% | +52.1% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling