+5,440.5%
NSC vs BTI
+6,777.2%
-1,336.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.6% | -2.0% |
| 7D | -6.6% | -1.0% | -5.6% | -6.4% |
| 30D | +2.2% | +13.0% | -10.8% | -0.7% |
| 3M | -6.2% | +5.3% | -11.5% | -7.5% |
| 6M | +1.7% | +5.3% | -3.6% | +0.1% |
| YTD | +12.2% | +12.4% | -0.2% | +8.6% |
| 1Y | +15.4% | +18.9% | -3.5% | +10.1% |
| 3Y | +73.3% | +144.0% | -70.7% | +38.1% |
| 5Y | +24.7% | +156.3% | -131.6% | -2.3% |
| 10Y | +324.5% | +115.3% | +209.2% | +238.3% |
| All | +5,440.5% | +6,777.2% | -1,336.7% | +2,433.6% |
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