+24.4%
NSC vs EFX
-31.2%
+55.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.2% |
| 7D | -6.6% | +2.7% | -9.3% | -7.3% |
| 30D | +2.2% | +33.1% | -31.0% | -5.8% |
| 3M | -6.2% | +8.2% | -14.4% | -8.7% |
| 6M | +1.7% | +10.2% | -8.5% | -2.3% |
| YTD | +12.2% | -11.8% | +24.1% | +14.3% |
| 1Y | +15.4% | -6.1% | +21.5% | +15.0% |
| 3Y | +73.3% | +7.5% | +65.8% | +57.9% |
| All | +24.4% | -31.2% | +55.6% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling