+33.1%
NSC vs ED
+82.4%
-49.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | +3.9% | +11.2% | -7.2% | +0.2% |
| 3M | -0.8% | +11.8% | -12.6% | -4.6% |
| 6M | +7.1% | +14.1% | -7.0% | +2.3% |
| YTD | +16.4% | +23.0% | -6.5% | +8.2% |
| 1Y | +16.9% | +23.7% | -6.7% | +8.3% |
| 3Y | +78.4% | +47.7% | +30.6% | +49.3% |
| 5Y | +33.1% | +82.6% | -49.5% | -1.0% |
| All | +33.1% | +82.4% | -49.3% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling