+302.5%
NSC vs EL
+63.1%
+239.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.0% |
| 7D | -5.4% | +8.0% | -13.4% | -7.4% |
| 30D | +2.9% | +15.4% | -12.5% | -1.3% |
| 3M | -2.2% | +28.5% | -30.7% | -9.6% |
| 6M | +5.3% | +32.2% | -27.0% | -4.2% |
| YTD | +14.8% | +9.2% | +5.6% | +8.4% |
| 1Y | +16.6% | +30.8% | -14.2% | +3.6% |
| 3Y | +78.6% | +3.7% | +74.9% | +59.6% |
| 5Y | +27.2% | -64.8% | +92.0% | +72.1% |
| 10Y | +302.5% | +60.0% | +242.5% | +217.6% |
| All | +302.5% | +63.1% | +239.5% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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