+32.0%
NSC vs BUD
+53.4%
-21.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -3.4% | +6.0% | -9.5% | -5.0% |
| 30D | +3.6% | +11.3% | -7.7% | +0.5% |
| 3M | -1.4% | +3.6% | -5.0% | -2.6% |
| 6M | +6.0% | +7.7% | -1.8% | +3.3% |
| YTD | +15.5% | +36.4% | -20.9% | +4.6% |
| 1Y | +16.2% | +37.8% | -21.6% | +4.8% |
| 3Y | +76.9% | +51.2% | +25.7% | +51.6% |
| All | +32.0% | +53.4% | -21.4% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling