+302.5%
NSC vs EAT
+375.0%
-72.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.1% |
| 7D | -5.4% | -3.9% | -1.4% | -4.6% |
| 30D | +2.9% | +5.0% | -2.0% | +1.7% |
| 3M | -2.2% | -9.6% | +7.5% | -0.9% |
| 6M | +5.3% | +46.8% | -41.5% | -3.5% |
| YTD | +14.8% | +41.8% | -27.1% | +4.7% |
| 1Y | +16.6% | +98.3% | -81.7% | -1.1% |
| 3Y | +78.6% | +503.1% | -424.5% | +15.3% |
| 5Y | +27.2% | +356.7% | -329.5% | -16.9% |
| 10Y | +302.5% | +349.8% | -47.3% | +127.4% |
| All | +302.5% | +375.0% | -72.5% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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