+24.4%
NSC vs BROS
-50.1%
+74.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.6% |
| 7D | -6.6% | -21.2% | +14.6% | -4.8% |
| 30D | +2.2% | -11.6% | +13.7% | +3.1% |
| 3M | -6.2% | -36.7% | +30.5% | -2.7% |
| 6M | +1.7% | -42.8% | +44.5% | +5.9% |
| YTD | +12.2% | -44.8% | +57.1% | +16.8% |
| 1Y | +15.4% | -36.5% | +52.0% | +18.4% |
| 3Y | +73.3% | +27.0% | +46.4% | +62.8% |
| All | +24.4% | -50.1% | +74.5% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling