+5,605.4%
NSC vs EAT
+11,644.8%
-6,039.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -3.2% | +1.9% | -5.1% | -3.8% |
| 3M | +7.7% | +68.7% | -61.0% | -4.1% |
| 6M | +4.5% | +66.9% | -62.4% | -7.6% |
| YTD | +15.6% | +60.4% | -44.8% | +2.5% |
| 1Y | +19.8% | +44.0% | -24.2% | +7.9% |
| 3Y | +70.1% | +604.7% | -534.6% | +4.7% |
| 5Y | +46.1% | +347.0% | -300.9% | -5.7% |
| 10Y | +328.1% | +390.8% | -62.7% | +131.3% |
| All | +5,605.4% | +11,644.8% | -6,039.4% | +1,240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling