+32.3%
NSC vs ELF
+272.3%
-240.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.9% |
| 7D | +2.5% | +1.6% | +0.9% | +2.3% |
| 30D | +1.7% | +9.1% | -7.4% | +0.9% |
| 3M | -2.6% | +28.2% | -30.7% | -4.6% |
| 6M | +6.4% | +119.5% | -113.1% | -0.5% |
| YTD | +15.5% | +55.2% | -39.7% | +10.4% |
| 1Y | +17.6% | +58.6% | -41.0% | +12.1% |
| 3Y | +75.0% | +21.3% | +53.7% | +56.3% |
| All | +32.3% | +272.3% | -240.0% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling