+298.3%
NSC vs EFV
+159.5%
+138.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -3.4% | +2.1% | -5.6% | -5.3% |
| 30D | +3.6% | +3.1% | +0.6% | +0.8% |
| 3M | -1.4% | -1.3% | -0.1% | -0.3% |
| 6M | +6.0% | +6.0% | -0.1% | -0.2% |
| YTD | +15.5% | +15.8% | -0.3% | -0.6% |
| 1Y | +16.2% | +21.1% | -4.9% | -4.2% |
| 3Y | +76.9% | +91.0% | -14.1% | -8.1% |
| 5Y | +29.3% | +94.3% | -65.0% | -34.9% |
| 10Y | +298.3% | +160.4% | +137.9% | +48.8% |
| All | +298.3% | +159.5% | +138.8% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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