+5,602.3%
NSC vs ECL
+14,303.5%
-8,701.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | -3.4% | +0.4% | -3.9% | -3.6% |
| 30D | +3.6% | +8.6% | -5.0% | -0.7% |
| 3M | -1.4% | +7.9% | -9.3% | -5.3% |
| 6M | +6.0% | +21.0% | -15.1% | -4.5% |
| YTD | +15.5% | +17.5% | -2.0% | +5.5% |
| 1Y | +16.2% | +19.7% | -3.4% | +5.1% |
| 3Y | +76.9% | +77.4% | -0.5% | +28.3% |
| 5Y | +29.3% | +38.7% | -9.4% | +4.1% |
| 10Y | +298.3% | +193.5% | +104.8% | +116.0% |
| All | +5,602.3% | +14,303.5% | -8,701.2% | +879.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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