+326.9%
NSC vs EFX
+40.1%
+286.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.6% |
| 7D | -1.5% | -7.8% | +6.3% | +1.1% |
| 30D | -1.9% | -5.7% | +3.8% | -0.2% |
| 3M | +6.2% | +2.5% | +3.7% | +4.2% |
| 6M | +9.2% | -16.7% | +25.9% | +14.5% |
| YTD | +15.0% | -20.2% | +35.2% | +21.4% |
| 1Y | +21.1% | -31.4% | +52.5% | +34.5% |
| 3Y | +78.6% | -10.5% | +89.1% | +73.2% |
| 5Y | +45.9% | -35.2% | +81.1% | +55.7% |
| 10Y | +326.9% | +40.2% | +286.7% | +228.7% |
| All | +326.9% | +40.1% | +286.8% | +228.7% |
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