+5,446.2%
NSC vs BRO
+25,535.5%
-20,089.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.8% | -7.3% | +4.5% | -1.0% |
| 30D | -4.5% | -6.9% | +2.3% | -2.9% |
| 3M | +3.5% | +10.7% | -7.1% | +0.6% |
| 6M | +8.5% | -2.7% | +11.2% | +8.5% |
| YTD | +12.3% | -16.3% | +28.7% | +16.3% |
| 1Y | +18.9% | -29.1% | +48.0% | +28.1% |
| 3Y | +74.1% | -7.8% | +82.0% | +74.7% |
| 5Y | +43.9% | +18.7% | +25.2% | +34.7% |
| 10Y | +331.6% | +291.9% | +39.8% | +216.6% |
| All | +5,446.2% | +25,535.5% | -20,089.2% | +3,184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling