+295.3%
NSC vs EMB
+30.1%
+265.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.2% | -0.1% | -6.1% | -6.1% |
| 30D | +2.6% | +1.3% | +1.3% | +1.3% |
| 3M | -5.8% | -2.2% | -3.6% | -3.6% |
| 6M | +2.1% | -2.3% | +4.5% | +4.5% |
| YTD | +12.7% | -0.6% | +13.3% | +13.3% |
| 1Y | +15.9% | +0.5% | +15.4% | +15.1% |
| 3Y | +74.0% | +29.4% | +44.6% | +33.4% |
| 5Y | +25.2% | +6.5% | +18.7% | +18.8% |
| All | +295.3% | +30.1% | +265.2% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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