+933.7%
NSC vs BR
+1,486.0%
-552.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.4% | +5.0% | -8.4% | -5.8% |
| 30D | +3.6% | +16.6% | -13.0% | -4.2% |
| 3M | -1.4% | +12.0% | -13.4% | -7.3% |
| 6M | +6.0% | +30.7% | -24.8% | -8.9% |
| YTD | +15.5% | -11.9% | +27.4% | +20.1% |
| 1Y | +16.2% | -11.6% | +27.8% | +20.5% |
| 3Y | +76.9% | +15.0% | +61.9% | +57.9% |
| 5Y | +29.3% | +18.1% | +11.2% | +11.4% |
| 10Y | +298.3% | +278.6% | +19.6% | +82.6% |
| All | +933.7% | +1,486.0% | -552.3% | +126.5% |
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 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