+75.0%
NSC vs EMB
+31.0%
+44.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +1.3% |
| 7D | -3.4% | +0.5% | -3.9% | -3.9% |
| 30D | +3.6% | +1.3% | +2.3% | +2.2% |
| 3M | -1.4% | -1.7% | +0.3% | +0.5% |
| 6M | +6.0% | -1.8% | +7.7% | +8.0% |
| YTD | +15.5% | -0.2% | +15.7% | +15.4% |
| 1Y | +16.2% | +0.7% | +15.6% | +14.9% |
| All | +75.0% | +31.0% | +44.0% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling