+2,446.4%
NSC vs EL
+1,800.1%
+646.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +1.6% | +2.7% | -1.0% | +0.7% |
| 30D | +4.2% | +10.8% | -6.6% | +0.6% |
| 3M | -0.2% | +26.5% | -26.7% | -8.3% |
| 6M | +7.6% | +31.1% | -23.6% | -3.1% |
| YTD | +17.4% | +6.6% | +10.7% | +10.7% |
| 1Y | +18.3% | +21.8% | -3.5% | +6.3% |
| 3Y | +79.8% | +1.8% | +78.1% | +59.8% |
| 5Y | +34.3% | -65.6% | +99.9% | +68.7% |
| 10Y | +303.1% | +60.3% | +242.8% | +186.4% |
| All | +2,446.4% | +1,800.1% | +646.4% | +750.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling