+329.1%
NSC vs BUD
-23.7%
+352.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | -3.2% | -5.7% | +2.5% | -1.3% |
| 3M | +7.7% | +3.1% | +4.6% | +6.1% |
| 6M | +4.5% | +7.9% | -3.4% | +1.1% |
| YTD | +15.6% | +27.3% | -11.8% | +5.2% |
| 1Y | +19.8% | +37.8% | -18.0% | +5.8% |
| 3Y | +70.1% | +49.8% | +20.3% | +42.4% |
| 5Y | +46.1% | +43.8% | +2.3% | +21.7% |
| All | +329.1% | -23.7% | +352.7% | +289.2% |
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