+905.9%
NSC vs EMB
+126.0%
+779.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -6.6% | -0.1% | -6.5% | -6.5% |
| 30D | +2.2% | +1.3% | +0.9% | +1.2% |
| 3M | -6.2% | -2.7% | -3.5% | -4.3% |
| 6M | +1.7% | -2.8% | +4.5% | +3.7% |
| YTD | +12.2% | -1.1% | +13.3% | +13.1% |
| 1Y | +15.4% | 0.0% | +15.4% | +15.4% |
| 3Y | +73.3% | +28.8% | +44.5% | +45.3% |
| 5Y | +24.7% | +6.0% | +18.7% | +18.8% |
| 10Y | +324.5% | +29.1% | +295.4% | +264.4% |
| All | +905.9% | +126.0% | +779.9% | +595.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling