+76.4%
NSC vs EL
+3.5%
+72.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | +3.9% | +12.3% | -8.3% | +2.1% |
| 3M | -0.8% | +28.4% | -29.2% | -4.8% |
| 6M | +7.1% | +36.7% | -29.6% | +1.5% |
| YTD | +16.4% | +8.4% | +8.1% | +13.4% |
| 1Y | +16.9% | +25.4% | -8.5% | +10.7% |
| All | +76.4% | +3.5% | +72.9% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling