+73.3%
NSC vs EAT
+486.0%
-412.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -2.5% |
| 7D | -6.6% | -2.6% | -4.0% | -6.3% |
| 30D | +2.2% | +11.5% | -9.3% | +0.7% |
| 3M | -6.2% | -9.1% | +2.9% | -5.5% |
| 6M | +1.7% | +40.4% | -38.7% | -3.3% |
| YTD | +12.2% | +43.9% | -31.7% | +5.6% |
| 1Y | +15.4% | +101.9% | -86.5% | +2.3% |
| 3Y | +73.3% | +489.9% | -416.5% | +9.7% |
| All | +73.3% | +486.0% | -412.7% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling