+5,605.4%
NSC vs EFX
+6,408.3%
-802.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +2.6% |
| 7D | -5.5% | -8.6% | +3.1% | -2.7% |
| 30D | -3.2% | +0.1% | -3.3% | -3.5% |
| 3M | +7.7% | +3.8% | +3.8% | +5.3% |
| 6M | +4.5% | -13.5% | +18.0% | +8.1% |
| YTD | +15.6% | -17.7% | +33.2% | +20.4% |
| 1Y | +19.8% | -25.6% | +45.4% | +28.7% |
| 3Y | +70.1% | -12.1% | +82.2% | +67.8% |
| 5Y | +46.1% | -33.8% | +79.9% | +55.1% |
| 10Y | +328.1% | +45.1% | +282.9% | +232.3% |
| All | +5,605.4% | +6,408.3% | -802.9% | +1,728.1% |
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 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