+42.9%
NSC vs BTDR
-44.0%
+86.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.6% | +7.0% | -1.5% |
| 7D | +2.5% | -6.9% | +9.4% | +2.6% |
| 30D | +1.7% | -31.5% | +33.2% | +2.1% |
| 3M | -2.6% | -36.1% | +33.5% | -2.2% |
| 6M | +6.4% | -57.6% | +64.1% | +7.1% |
| YTD | +15.5% | -50.0% | +65.5% | +15.4% |
| 1Y | +17.6% | -49.6% | +67.2% | +17.5% |
| 3Y | +75.0% | +48.5% | +26.4% | +73.3% |
| 5Y | +32.2% | -43.8% | +76.0% | +28.9% |
| All | +42.9% | -44.0% | +86.9% | +39.2% |
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