+78.9%
NSC vs BR
-1.3%
+80.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.4% |
| 7D | -5.5% | -5.3% | -0.2% | -4.1% |
| 30D | -3.2% | +6.4% | -9.7% | -5.0% |
| 3M | +7.7% | +13.6% | -6.0% | +3.4% |
| 6M | +4.5% | -6.7% | +11.2% | +7.7% |
| YTD | +15.6% | -21.1% | +36.7% | +28.9% |
| 1Y | +19.8% | -29.6% | +49.4% | +41.8% |
| All | +78.9% | -1.3% | +80.2% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling