+78.9%
NSC vs EFV
+93.8%
-14.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -5.5% | +1.5% | -7.0% | -6.3% |
| 30D | -3.2% | +1.7% | -5.0% | -4.2% |
| 3M | +7.7% | +8.6% | -1.0% | +2.2% |
| 6M | +4.5% | +11.7% | -7.2% | -2.7% |
| YTD | +15.6% | +19.3% | -3.7% | +2.5% |
| 1Y | +19.8% | +30.2% | -10.4% | 0.0% |
| All | +78.9% | +93.8% | -14.8% | +6.5% |
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