+78.6%
NSC vs ELF
-23.6%
+102.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.2% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | -1.9% | +5.9% | -7.8% | -2.3% |
| 3M | +6.2% | +99.5% | -93.3% | +1.7% |
| 6M | +9.2% | +26.5% | -17.3% | +7.2% |
| YTD | +15.0% | +37.2% | -22.2% | +12.1% |
| 1Y | +21.1% | -24.4% | +45.5% | +21.7% |
| 3Y | +78.6% | -23.3% | +101.9% | +63.5% |
| All | +78.6% | -23.6% | +102.2% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling