+43.0%
NSC vs BTDR
+23.8%
+19.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.4% |
| 7D | -5.5% | +20.0% | -25.5% | -5.8% |
| 30D | -3.2% | +11.9% | -15.1% | -3.5% |
| 3M | +7.7% | -36.9% | +44.6% | +8.2% |
| 6M | +4.5% | +56.5% | -52.0% | +3.0% |
| YTD | +15.6% | +10.4% | +5.1% | +14.4% |
| 1Y | +19.8% | +3.1% | +16.8% | +18.3% |
| 3Y | +70.1% | -2.6% | +72.7% | +64.8% |
| 5Y | +46.1% | +25.2% | +20.9% | +41.2% |
| All | +43.0% | +23.8% | +19.2% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling