+29.3%
NSC vs EME
+398.3%
-369.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.9% |
| 7D | -3.4% | -8.8% | +5.3% | -1.9% |
| 30D | +3.6% | -18.2% | +21.8% | +7.3% |
| 3M | -1.4% | -20.2% | +18.8% | +2.4% |
| 6M | +6.0% | -29.9% | +35.9% | +12.6% |
| YTD | +15.5% | +5.7% | +9.8% | +10.8% |
| 1Y | +16.2% | -1.5% | +17.7% | +13.3% |
| 3Y | +76.9% | +208.4% | -131.5% | +8.4% |
| 5Y | +29.3% | +401.9% | -372.6% | -38.5% |
| All | +29.3% | +398.3% | -369.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling