+45.9%
NSC vs EFV
+96.3%
-50.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -1.5% | +1.0% | -2.5% | -2.2% |
| 30D | -1.9% | +0.2% | -2.1% | -2.1% |
| 3M | +6.2% | +9.6% | -3.4% | -0.4% |
| 6M | +9.2% | +14.0% | -4.9% | -0.7% |
| YTD | +15.0% | +18.5% | -3.4% | +1.6% |
| 1Y | +21.1% | +27.9% | -6.8% | +1.1% |
| 3Y | +78.6% | +92.4% | -13.8% | +9.3% |
| 5Y | +45.9% | +97.2% | -51.3% | -14.3% |
| All | +45.9% | +96.3% | -50.4% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling