+34.3%
NSC vs BTG
+30.7%
+3.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.1% |
| 7D | +1.6% | -5.9% | +7.5% | +2.1% |
| 30D | +4.2% | -5.0% | +9.2% | +4.4% |
| 3M | -0.2% | -4.5% | +4.2% | -0.2% |
| 6M | +7.6% | -7.0% | +14.6% | +7.7% |
| YTD | +17.4% | +11.4% | +6.0% | +14.3% |
| 1Y | +18.3% | +20.1% | -1.9% | +14.0% |
| 3Y | +79.8% | +81.5% | -1.7% | +58.9% |
| 5Y | +34.3% | +32.1% | +2.2% | +21.1% |
| All | +34.3% | +30.7% | +3.6% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling