+19.8%
NSC vs ELAN
+41.2%
-21.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -5.5% | +1.6% | -7.1% | -5.6% |
| 30D | -3.2% | -6.6% | +3.3% | -2.7% |
| 3M | +7.7% | -0.8% | +8.5% | +7.5% |
| 6M | +4.5% | +0.2% | +4.3% | +4.0% |
| YTD | +15.6% | +8.3% | +7.3% | +13.8% |
| 1Y | +19.8% | +40.2% | -20.4% | +17.0% |
| All | +19.8% | +41.2% | -21.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling