+1,323.6%
NSC vs EFV
+258.8%
+1,064.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -5.5% | +1.5% | -7.0% | -6.7% |
| 30D | -3.2% | +1.7% | -5.0% | -4.6% |
| 3M | +7.7% | +8.6% | -1.0% | +0.2% |
| 6M | +4.5% | +11.7% | -7.2% | -5.3% |
| YTD | +15.6% | +19.3% | -3.7% | -1.0% |
| 1Y | +19.8% | +30.2% | -10.4% | -4.7% |
| 3Y | +70.1% | +91.6% | -21.5% | -3.0% |
| 5Y | +46.1% | +96.4% | -50.3% | -19.3% |
| 10Y | +328.1% | +166.5% | +161.6% | +86.5% |
| All | +1,323.6% | +258.8% | +1,064.7% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling