+298.3%
NSC vs BTI
+125.1%
+173.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +3.6% | +9.6% | -6.0% | +0.3% |
| 3M | -1.4% | +8.3% | -9.7% | -4.3% |
| 6M | +6.0% | +7.5% | -1.5% | +2.6% |
| YTD | +15.5% | +12.3% | +3.2% | +9.6% |
| 1Y | +16.2% | +16.2% | 0.0% | +8.9% |
| 3Y | +76.9% | +148.0% | -71.1% | +20.7% |
| 5Y | +29.3% | +153.2% | -123.9% | -14.1% |
| 10Y | +298.3% | +128.2% | +170.0% | +161.8% |
| All | +298.3% | +125.1% | +173.2% | +161.8% |
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