+45.9%
NSC vs BTG
+72.2%
-26.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -1.5% | +4.8% | -6.3% | -1.9% |
| 30D | -1.9% | +8.3% | -10.3% | -2.6% |
| 3M | +6.2% | +32.3% | -26.1% | +3.4% |
| 6M | +9.2% | +3.0% | +6.2% | +8.4% |
| YTD | +15.0% | +21.9% | -6.9% | +11.6% |
| 1Y | +21.1% | +28.2% | -7.1% | +16.1% |
| 3Y | +78.6% | +99.9% | -21.3% | +57.6% |
| 5Y | +45.9% | +73.6% | -27.7% | +29.3% |
| All | +45.9% | +72.2% | -26.3% | +29.3% |
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