+5,440.5%
NSC vs ED
+2,460.7%
+2,979.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.5% | -1.8% |
| 7D | -6.6% | +1.6% | -8.3% | -7.3% |
| 30D | +2.2% | +13.3% | -11.2% | -3.2% |
| 3M | -6.2% | +9.7% | -15.9% | -10.0% |
| 6M | +1.7% | +12.8% | -11.1% | -3.6% |
| YTD | +12.2% | +22.3% | -10.1% | +2.5% |
| 1Y | +15.4% | +26.3% | -10.9% | +3.8% |
| 3Y | +73.3% | +45.0% | +28.3% | +44.3% |
| 5Y | +24.7% | +80.2% | -55.5% | -6.6% |
| 10Y | +324.5% | +129.9% | +194.6% | +175.4% |
| All | +5,440.5% | +2,460.7% | +2,979.8% | +1,271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling