+302.5%
NSC vs EFX
+63.8%
+238.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | -5.4% | -2.2% | -3.2% | -4.7% |
| 30D | +2.9% | +29.2% | -26.2% | -5.8% |
| 3M | -2.2% | +3.5% | -5.6% | -4.0% |
| 6M | +5.3% | +7.8% | -2.5% | +0.9% |
| YTD | +14.8% | -12.4% | +27.2% | +16.9% |
| 1Y | +16.6% | -8.2% | +24.8% | +16.6% |
| 3Y | +78.6% | +4.7% | +73.9% | +63.1% |
| 5Y | +27.2% | -32.0% | +59.2% | +33.8% |
| 10Y | +302.5% | +69.1% | +233.5% | +186.2% |
| All | +302.5% | +63.8% | +238.7% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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