+24.9%
NSC vs BTDR
-39.6%
+64.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +13.3% | -15.7% | -2.6% |
| 7D | -6.2% | -10.4% | +4.1% | -6.1% |
| 30D | +2.6% | -42.2% | +44.7% | +3.2% |
| 3M | -5.8% | -42.8% | +37.0% | -5.3% |
| 6M | +2.1% | -60.2% | +62.3% | +2.9% |
| YTD | +12.7% | -46.3% | +59.0% | +12.6% |
| 1Y | +15.9% | -71.7% | +87.5% | +16.9% |
| 3Y | +74.0% | +54.6% | +19.4% | +72.1% |
| All | +24.9% | -39.6% | +64.5% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling