+329.1%
NSC vs ED
+101.3%
+227.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -3.2% | -0.1% | -3.1% | -3.2% |
| 3M | +7.7% | +3.9% | +3.7% | +6.0% |
| 6M | +4.5% | -3.0% | +7.6% | +5.6% |
| YTD | +15.6% | +10.7% | +4.9% | +10.8% |
| 1Y | +19.8% | +13.3% | +6.5% | +13.6% |
| 3Y | +70.1% | +34.5% | +35.6% | +47.5% |
| 5Y | +46.1% | +67.1% | -21.0% | +14.6% |
| All | +329.1% | +101.3% | +227.8% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling