+5,565.6%
NSC vs EFX
+6,822.9%
-1,257.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 3M | -2.2% | +3.5% | -5.6% | -4.1% |
| 6M | +5.3% | +7.8% | -2.5% | +0.8% |
| YTD | +14.8% | -12.4% | +27.2% | +16.4% |
| 1Y | +16.6% | -8.2% | +24.8% | +16.3% |
| 3Y | +78.6% | +4.7% | +73.9% | +65.1% |
| 5Y | +27.2% | -32.0% | +59.2% | +33.4% |
| 10Y | +302.5% | +69.1% | +233.5% | +195.3% |
| All | +5,565.6% | +6,822.9% | -1,257.3% | +1,667.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling