+3,157.7%
NSC vs EME
+61,143.5%
-57,985.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -5.5% | +1.9% | -7.4% | -6.1% |
| 30D | -3.2% | -8.3% | +5.1% | -0.8% |
| 3M | +7.7% | -10.7% | +18.4% | +9.9% |
| 6M | +4.5% | +1.9% | +2.6% | +1.9% |
| YTD | +15.6% | +23.5% | -7.9% | +5.4% |
| 1Y | +19.8% | +18.0% | +1.9% | +9.2% |
| 3Y | +70.1% | +236.1% | -166.0% | +5.6% |
| 5Y | +46.1% | +527.9% | -481.8% | -27.3% |
| 10Y | +328.1% | +1,252.8% | -924.7% | +63.1% |
| All | +3,157.7% | +61,143.5% | -57,985.8% | +654.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling