+309.6%
NSC vs EL
+56.3%
+253.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.1% | -3.5% |
| 7D | -6.6% | +0.8% | -7.4% | -6.9% |
| 30D | +2.2% | +16.5% | -14.4% | -2.4% |
| 3M | -6.2% | +29.2% | -35.4% | -13.5% |
| 6M | +1.7% | +27.9% | -26.2% | -6.6% |
| YTD | +12.2% | +6.2% | +6.0% | +6.9% |
| 1Y | +15.4% | +27.2% | -11.8% | +3.4% |
| 3Y | +73.3% | +3.2% | +70.1% | +54.6% |
| 5Y | +24.7% | -66.0% | +90.7% | +70.6% |
| All | +309.6% | +56.3% | +253.3% | +225.0% |
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