+46.5%
NSC vs BROS
+41.2%
+5.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | -1.9% | -13.5% | +11.5% | -0.9% |
| 3M | +6.2% | -18.4% | +24.7% | +7.4% |
| 6M | +9.2% | -10.6% | +19.8% | +9.3% |
| YTD | +15.0% | -25.1% | +40.1% | +16.6% |
| 1Y | +21.1% | -28.6% | +49.7% | +22.9% |
| 3Y | +78.6% | +65.6% | +13.0% | +67.4% |
| All | +46.5% | +41.2% | +5.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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