+324.2%
NSC vs BRO
+294.2%
+29.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.8% | -7.3% | +4.5% | +1.1% |
| 30D | -4.5% | -6.9% | +2.3% | -1.1% |
| 3M | +3.5% | +10.7% | -7.1% | -3.2% |
| 6M | +8.5% | -2.7% | +11.2% | +8.2% |
| YTD | +12.3% | -16.3% | +28.7% | +21.2% |
| 1Y | +18.9% | -29.1% | +48.0% | +40.5% |
| 3Y | +74.1% | -7.8% | +82.0% | +68.9% |
| 5Y | +43.9% | +18.7% | +25.2% | +11.6% |
| All | +324.2% | +294.2% | +29.9% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling