+5,605.4%
NSC vs BTI
+6,053.3%
-448.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -5.5% | -1.4% | -4.1% | -5.2% |
| 30D | -3.2% | -6.6% | +3.4% | -1.7% |
| 3M | +7.7% | -3.0% | +10.7% | +8.2% |
| 6M | +4.5% | -6.7% | +11.2% | +5.8% |
| YTD | +15.6% | +0.6% | +15.0% | +14.8% |
| 1Y | +19.8% | +5.6% | +14.2% | +17.5% |
| 3Y | +70.1% | +110.3% | -40.2% | +40.4% |
| 5Y | +46.1% | +114.3% | -68.1% | +19.4% |
| 10Y | +328.1% | +67.7% | +260.4% | +260.4% |
| All | +5,605.4% | +6,053.3% | -448.0% | +2,579.3% |
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