+40.4%
NSC vs BTDR
+15.3%
+25.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.1% |
| 7D | -1.4% | -3.2% | +1.8% | -1.3% |
| 30D | -3.4% | +32.7% | -36.1% | -3.8% |
| 3M | +5.1% | -28.4% | +33.5% | +5.4% |
| 6M | +9.2% | +51.7% | -42.5% | +7.7% |
| YTD | +13.4% | +2.9% | +10.6% | +12.4% |
| 1Y | +20.8% | -15.5% | +36.3% | +19.7% |
| 3Y | +76.1% | 0.0% | +76.1% | +71.0% |
| 5Y | +45.3% | +16.5% | +28.8% | +40.5% |
| All | +40.4% | +15.3% | +25.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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