+295.3%
NSC vs ELF
+342.6%
-47.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.7% | -8.2% | -3.1% |
| 7D | -6.2% | +4.0% | -10.2% | -6.7% |
| 30D | +2.6% | +10.6% | -8.0% | +1.4% |
| 3M | -5.8% | +25.8% | -31.6% | -8.4% |
| 6M | +2.1% | +89.1% | -87.0% | -5.6% |
| YTD | +12.7% | +52.7% | -40.0% | +5.9% |
| 1Y | +15.9% | +51.7% | -35.8% | +8.8% |
| 3Y | +74.0% | +14.2% | +59.8% | +56.1% |
| 5Y | +25.2% | +270.7% | -245.5% | -10.1% |
| All | +295.3% | +342.6% | -47.3% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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