+16.2%
NSC vs BTSG
+116.8%
-100.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | +0.5% |
| 7D | -3.4% | +3.8% | -7.2% | -3.5% |
| 30D | +3.6% | +13.7% | -10.1% | +3.4% |
| 3M | -1.4% | +18.0% | -19.4% | -1.7% |
| 6M | +6.0% | +32.2% | -26.3% | +4.8% |
| YTD | +15.5% | +93.6% | -78.1% | +11.3% |
| 1Y | +16.2% | +115.9% | -99.7% | +10.1% |
| All | +16.2% | +116.8% | -100.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling