+42.9%
NSC vs BTDR
-35.9%
+78.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +0.7% |
| 7D | -3.4% | -7.4% | +3.9% | -3.4% |
| 30D | +3.6% | -33.4% | +37.1% | +4.1% |
| 3M | -1.4% | -26.3% | +24.9% | -1.2% |
| 6M | +6.0% | -52.4% | +58.4% | +6.5% |
| YTD | +15.5% | -42.8% | +58.3% | +15.3% |
| 1Y | +16.2% | -63.7% | +79.9% | +16.8% |
| 3Y | +76.9% | +61.5% | +15.5% | +74.8% |
| 5Y | +29.3% | -35.6% | +65.0% | +25.9% |
| All | +42.9% | -35.9% | +78.8% | +39.0% |
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