+328.2%
NSC vs BTG
+157.4%
+170.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | -1.4% | -5.8% | +4.4% | -1.1% |
| 30D | -3.4% | +5.7% | -9.1% | -3.7% |
| 3M | +5.1% | +38.1% | -33.1% | +2.8% |
| 6M | +9.2% | +0.3% | +8.9% | +8.7% |
| YTD | +13.4% | +19.9% | -6.5% | +11.2% |
| 1Y | +20.8% | +24.6% | -3.8% | +17.8% |
| 3Y | +76.1% | +96.6% | -20.5% | +64.5% |
| 5Y | +45.3% | +77.7% | -32.4% | +35.8% |
| All | +328.2% | +157.4% | +170.8% | +309.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling