+309.6%
NSC vs EAT
+378.4%
-68.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -2.3% |
| 7D | -6.6% | -2.6% | -4.0% | -6.2% |
| 30D | +2.2% | +11.5% | -9.3% | -0.2% |
| 3M | -6.2% | -9.1% | +2.9% | -5.1% |
| 6M | +1.7% | +40.4% | -38.7% | -6.0% |
| YTD | +12.2% | +43.9% | -31.7% | +2.1% |
| 1Y | +15.4% | +101.9% | -86.5% | -2.4% |
| 3Y | +73.3% | +489.9% | -416.5% | +12.4% |
| 5Y | +24.7% | +362.6% | -338.0% | -18.8% |
| All | +309.6% | +378.4% | -68.8% | +129.9% |
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