+78.9%
NSC vs EME
+242.1%
-163.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -5.5% | +1.9% | -7.4% | -5.7% |
| 30D | -3.2% | -8.3% | +5.1% | -2.2% |
| 3M | +7.7% | -10.7% | +18.4% | +9.0% |
| 6M | +4.5% | +1.9% | +2.6% | +3.6% |
| YTD | +15.6% | +23.5% | -7.9% | +10.8% |
| 1Y | +19.8% | +18.0% | +1.9% | +14.4% |
| All | +78.9% | +242.1% | -163.1% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling