+328.2%
NSC vs BTI
+72.6%
+255.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -1.4% | -2.0% | +0.6% | -0.7% |
| 30D | -3.4% | -3.4% | +0.1% | -2.3% |
| 3M | +5.1% | -9.0% | +14.1% | +8.1% |
| 6M | +9.2% | -5.0% | +14.2% | +10.4% |
| YTD | +13.4% | -0.3% | +13.7% | +12.4% |
| 1Y | +20.8% | +3.1% | +17.7% | +18.0% |
| 3Y | +76.1% | +111.0% | -34.9% | +27.9% |
| 5Y | +45.3% | +117.0% | -71.8% | +2.7% |
| All | +328.2% | +72.6% | +255.6% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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