+935.8%
NSC vs EMB
+132.1%
+803.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -3.2% | -0.3% | -2.9% | -3.0% |
| 3M | +7.7% | -0.4% | +8.1% | +8.0% |
| 6M | +4.5% | +0.1% | +4.4% | +4.3% |
| YTD | +15.6% | +1.6% | +14.0% | +14.2% |
| 1Y | +19.8% | +5.6% | +14.2% | +15.1% |
| 3Y | +70.1% | +29.8% | +40.3% | +41.7% |
| 5Y | +46.1% | +7.3% | +38.8% | +37.8% |
| 10Y | +328.1% | +30.4% | +297.7% | +263.3% |
| All | +935.8% | +132.1% | +803.7% | +602.6% |
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