+73.3%
NSC vs EL
+3.8%
+69.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.1% | -3.2% |
| 7D | -6.6% | +0.8% | -7.4% | -6.8% |
| 30D | +2.2% | +16.5% | -14.4% | -0.3% |
| 3M | -6.2% | +29.2% | -35.4% | -10.1% |
| 6M | +1.7% | +27.9% | -26.2% | -2.6% |
| YTD | +12.2% | +6.2% | +6.0% | +9.7% |
| 1Y | +15.4% | +27.2% | -11.8% | +8.9% |
| 3Y | +73.3% | +3.2% | +70.1% | +58.4% |
| All | +73.3% | +3.8% | +69.6% | +58.4% |
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