+950.5%
NSC vs BR
+1,473.8%
-523.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +1.6% | -1.3% | +2.9% | +2.3% |
| 30D | +4.2% | +13.7% | -9.5% | -2.4% |
| 3M | -0.2% | +13.8% | -14.0% | -7.0% |
| 6M | +7.6% | +29.7% | -22.2% | -7.1% |
| YTD | +17.4% | -12.6% | +30.0% | +22.5% |
| 1Y | +18.3% | -12.4% | +30.7% | +23.3% |
| 3Y | +79.8% | +14.1% | +65.7% | +61.1% |
| 5Y | +34.3% | +18.7% | +15.7% | +15.4% |
| 10Y | +303.1% | +276.2% | +26.9% | +85.3% |
| All | +950.5% | +1,473.8% | -523.3% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling