+73.3%
NSC vs EFV
+84.2%
-10.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | -6.6% | -0.7% | -6.0% | -6.2% |
| 30D | +2.2% | +0.9% | +1.3% | +1.7% |
| 3M | -6.2% | -3.6% | -2.7% | -4.3% |
| 6M | +1.7% | +2.5% | -0.8% | -0.1% |
| YTD | +12.2% | +13.2% | -1.0% | +3.0% |
| 1Y | +15.4% | +20.3% | -4.9% | +1.6% |
| 3Y | +73.3% | +84.9% | -11.6% | +7.4% |
| All | +73.3% | +84.2% | -10.9% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling