+299.9%
NSC vs BUD
-4.5%
+304.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.6% |
| 7D | -3.5% | +0.5% | -4.0% | -3.7% |
| 30D | +3.9% | +7.4% | -3.5% | +1.2% |
| 3M | -0.8% | +4.3% | -5.1% | -2.5% |
| 6M | +7.1% | +5.3% | +1.8% | +4.6% |
| YTD | +16.4% | +33.2% | -16.8% | +4.0% |
| 1Y | +16.9% | +31.8% | -14.9% | +4.8% |
| 3Y | +78.4% | +47.8% | +30.6% | +50.1% |
| 5Y | +33.1% | +50.2% | -17.1% | +9.1% |
| 10Y | +299.9% | -4.8% | +304.7% | +234.7% |
| All | +299.9% | -4.5% | +304.3% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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