+1,144.0%
NSC vs BUD
+214.6%
+929.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.3% |
| 7D | -6.6% | +4.5% | -11.1% | -8.3% |
| 30D | +2.2% | +12.5% | -10.4% | -2.6% |
| 3M | -6.2% | 0.0% | -6.2% | -6.5% |
| 6M | +1.7% | +3.8% | -2.1% | -0.4% |
| YTD | +12.2% | +33.1% | -20.8% | -0.9% |
| 1Y | +15.4% | +35.5% | -20.1% | +1.1% |
| 3Y | +73.3% | +49.4% | +23.9% | +42.6% |
| 5Y | +24.7% | +48.0% | -23.4% | +0.8% |
| 10Y | +324.5% | -8.6% | +333.1% | +286.9% |
| All | +1,144.0% | +214.6% | +929.4% | +503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling