+45.9%
NSC vs BR
+9.8%
+36.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | -1.5% | -5.9% | +4.4% | +0.6% |
| 30D | -1.9% | +1.9% | -3.8% | -2.7% |
| 3M | +6.2% | +14.7% | -8.4% | +0.5% |
| 6M | +9.2% | -12.8% | +21.9% | +14.8% |
| YTD | +15.0% | -23.0% | +38.1% | +27.7% |
| 1Y | +21.1% | -31.7% | +52.8% | +42.0% |
| 3Y | +78.6% | -4.8% | +83.4% | +77.8% |
| 5Y | +45.9% | +7.8% | +38.1% | +30.7% |
| All | +45.9% | +9.8% | +36.1% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling