+316.8%
NSC vs ELF
+383.9%
-67.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.7% | -8.6% | -3.5% |
| 7D | -6.6% | +4.0% | -10.6% | -7.1% |
| 30D | +2.2% | +10.6% | -8.4% | +1.0% |
| 3M | -6.2% | +25.8% | -32.0% | -8.8% |
| 6M | +1.7% | +89.1% | -87.4% | -6.0% |
| YTD | +12.2% | +52.7% | -40.5% | +5.5% |
| 1Y | +15.4% | +51.7% | -36.3% | +8.3% |
| 3Y | +73.3% | +14.2% | +59.1% | +55.5% |
| 5Y | +24.7% | +270.7% | -246.0% | -10.4% |
| 10Y | +324.5% | +341.9% | -17.4% | +165.7% |
| All | +316.8% | +383.9% | -67.1% | +161.1% |
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