+32.6%
NSC vs COMP
-52.0%
+84.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.7% | -13.2% | -3.2% |
| 7D | -6.2% | +13.4% | -19.7% | -7.1% |
| 30D | +2.6% | +11.1% | -8.5% | +1.7% |
| 3M | -5.8% | -18.8% | +13.0% | -4.7% |
| 6M | +2.1% | +10.5% | -8.4% | +0.7% |
| YTD | +12.7% | -3.4% | +16.1% | +11.3% |
| 1Y | +15.9% | +19.7% | -3.8% | +12.5% |
| 3Y | +74.0% | +381.6% | -307.6% | +45.5% |
| 5Y | +25.2% | -17.6% | +42.8% | +7.9% |
| All | +32.6% | -52.0% | +84.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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