+328.2%
NSC vs BTG
+158.3%
+169.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -1.4% | -5.5% | +4.1% | -1.1% |
| 30D | -3.4% | +6.1% | -9.5% | -3.8% |
| 3M | +5.1% | +38.6% | -33.6% | +2.8% |
| 6M | +9.2% | +0.7% | +8.5% | +8.6% |
| YTD | +13.4% | +20.3% | -6.9% | +11.2% |
| 1Y | +20.8% | +25.0% | -4.3% | +17.8% |
| 3Y | +76.1% | +97.3% | -21.2% | +64.5% |
| 5Y | +45.3% | +78.3% | -33.1% | +35.7% |
| All | +328.2% | +158.3% | +169.9% | +309.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling