+703.6%
NSC vs BTG
+392.0%
+311.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -5.5% | -0.9% | -4.6% | -5.5% |
| 30D | -3.2% | +36.8% | -40.0% | -4.9% |
| 3M | +7.7% | +23.1% | -15.4% | +6.2% |
| 6M | +4.5% | +3.5% | +1.1% | +3.8% |
| YTD | +15.6% | +25.5% | -9.9% | +13.4% |
| 1Y | +19.8% | +40.1% | -20.3% | +16.6% |
| 3Y | +70.1% | +101.1% | -31.0% | +60.9% |
| 5Y | +46.1% | +70.6% | -24.5% | +38.5% |
| 10Y | +328.1% | +152.1% | +176.0% | +290.2% |
| All | +703.6% | +392.0% | +311.6% | +605.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling