+329.2%
NSC vs ELF
+357.0%
-27.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | -5.5% | +5.4% | -10.9% | -6.1% |
| 30D | -3.2% | +27.0% | -30.2% | -5.8% |
| 3M | +7.7% | +113.2% | -105.5% | -1.5% |
| 6M | +4.5% | +36.6% | -32.1% | +0.1% |
| YTD | +15.6% | +44.2% | -28.7% | +9.4% |
| 1Y | +19.8% | -18.0% | +37.8% | +19.5% |
| 3Y | +70.1% | -19.9% | +90.0% | +60.0% |
| 5Y | +46.1% | +257.7% | -211.6% | +5.4% |
| All | +329.2% | +357.0% | -27.7% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling