+335.7%
NSC vs EME
+1,266.0%
-930.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.6% |
| 7D | -2.0% | +2.7% | -4.8% | -3.0% |
| 30D | -3.2% | -6.8% | +3.6% | -1.0% |
| 3M | +3.9% | -8.8% | +12.8% | +5.8% |
| 6M | +7.8% | +5.0% | +2.8% | +3.3% |
| YTD | +13.4% | +23.5% | -10.1% | +1.3% |
| 1Y | +20.3% | +21.3% | -1.0% | +5.8% |
| 3Y | +76.1% | +241.1% | -165.0% | -9.9% |
| 5Y | +45.0% | +549.2% | -504.2% | -48.0% |
| 10Y | +335.7% | +1,306.4% | -970.7% | +1.4% |
| All | +335.7% | +1,266.0% | -930.2% | +1.4% |
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