+75.0%
NSC vs EFX
+4.8%
+70.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +1.7% | +25.1% | -23.4% | -3.1% |
| 3M | -2.6% | +1.7% | -4.2% | -3.2% |
| 6M | +6.4% | +18.4% | -11.9% | +1.6% |
| YTD | +15.5% | -12.5% | +28.0% | +18.0% |
| 1Y | +17.6% | -8.1% | +25.7% | +18.4% |
| 3Y | +75.0% | +4.8% | +70.2% | +57.7% |
| All | +75.0% | +4.8% | +70.1% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling