+299.9%
NSC vs EME
+948.4%
-648.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.3% |
| 7D | -3.5% | +4.3% | -7.8% | -5.0% |
| 30D | +3.9% | -14.4% | +18.3% | +8.9% |
| 3M | -0.8% | -18.3% | +17.5% | +5.1% |
| 6M | +7.1% | -28.3% | +35.5% | +17.5% |
| YTD | +16.4% | +9.2% | +7.2% | +7.5% |
| 1Y | +16.9% | +4.3% | +12.6% | +9.6% |
| 3Y | +78.4% | +218.6% | -140.3% | -7.9% |
| 5Y | +33.1% | +421.0% | -387.9% | -47.9% |
| 10Y | +299.9% | +928.3% | -628.4% | +6.8% |
| All | +299.9% | +948.4% | -648.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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