+295.3%
NSC vs ED
+132.4%
+162.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -1.5% |
| 7D | -6.2% | +1.6% | -7.9% | -6.9% |
| 30D | +2.6% | +13.3% | -10.7% | -2.4% |
| 3M | -5.8% | +9.7% | -15.5% | -9.3% |
| 6M | +2.1% | +12.8% | -10.7% | -2.7% |
| YTD | +12.7% | +22.3% | -9.6% | +3.8% |
| 1Y | +15.9% | +26.3% | -10.4% | +5.3% |
| 3Y | +74.0% | +45.0% | +29.0% | +46.5% |
| 5Y | +25.2% | +80.2% | -55.0% | -4.7% |
| All | +295.3% | +132.4% | +162.9% | +201.1% |
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