+73.3%
NSC vs BUD
+49.3%
+24.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.5% |
| 7D | -6.6% | +4.5% | -11.1% | -7.4% |
| 30D | +2.2% | +12.5% | -10.4% | -0.2% |
| 3M | -6.2% | 0.0% | -6.2% | -6.3% |
| 6M | +1.7% | +3.8% | -2.1% | +0.6% |
| YTD | +12.2% | +33.1% | -20.8% | +5.4% |
| 1Y | +15.4% | +35.5% | -20.1% | +7.9% |
| 3Y | +73.3% | +49.4% | +23.9% | +50.5% |
| All | +73.3% | +49.3% | +24.0% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling