+5,602.3%
NSC vs BTI
+6,769.3%
-1,167.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +3.6% | +9.6% | -6.0% | +1.4% |
| 3M | -1.4% | +8.3% | -9.7% | -3.3% |
| 6M | +6.0% | +7.5% | -1.5% | +3.8% |
| YTD | +15.5% | +12.3% | +3.2% | +11.7% |
| 1Y | +16.2% | +16.2% | 0.0% | +11.5% |
| 3Y | +76.9% | +148.0% | -71.1% | +40.4% |
| 5Y | +29.3% | +153.2% | -123.9% | +1.6% |
| 10Y | +298.3% | +128.2% | +170.0% | +213.9% |
| All | +5,602.3% | +6,769.3% | -1,167.0% | +2,508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling