+45.9%
NSC vs BTDR
+28.1%
+17.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.5% |
| 7D | -1.5% | +22.4% | -23.9% | -1.8% |
| 30D | -1.9% | +16.5% | -18.4% | -2.2% |
| 3M | +6.2% | -31.5% | +37.7% | +6.6% |
| 6M | +9.2% | +74.0% | -64.9% | +7.4% |
| YTD | +15.0% | +13.0% | +2.0% | +13.9% |
| 1Y | +21.1% | -0.2% | +21.3% | +19.6% |
| 3Y | +78.6% | +9.9% | +68.7% | +73.2% |
| 5Y | +45.9% | +28.1% | +17.8% | +40.3% |
| All | +45.9% | +28.1% | +17.8% | +40.3% |
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