+32.3%
NSC vs EAT
+363.9%
-331.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +2.5% | -4.0% | +6.5% | +3.1% |
| 30D | +1.7% | -2.9% | +4.6% | +1.9% |
| 3M | -2.6% | -16.9% | +14.3% | -0.2% |
| 6M | +6.4% | +57.0% | -50.5% | -1.5% |
| YTD | +15.5% | +38.2% | -22.7% | +7.9% |
| 1Y | +17.6% | +69.3% | -51.7% | +5.8% |
| 3Y | +75.0% | +483.0% | -408.0% | +21.1% |
| All | +32.3% | +363.9% | -331.7% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling