+45.9%
NSC vs EAT
+326.5%
-280.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | -1.5% | -4.9% | +3.4% | -0.8% |
| 30D | -1.9% | -1.2% | -0.7% | -1.9% |
| 3M | +6.2% | +52.2% | -46.0% | -0.5% |
| 6M | +9.2% | +65.0% | -55.9% | +0.3% |
| YTD | +15.0% | +55.0% | -40.0% | +6.3% |
| 1Y | +21.1% | +42.1% | -21.0% | +13.0% |
| 3Y | +78.6% | +614.7% | -536.1% | +22.1% |
| 5Y | +45.9% | +322.7% | -276.9% | +0.8% |
| All | +45.9% | +326.5% | -280.6% | +0.8% |
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