+23.4%
NSC vs EOSE
-85.5%
+108.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.7% | +1.1% |
| 7D | +1.8% | +9.7% | -8.0% | +1.9% |
| 30D | +8.8% | -34.6% | +43.4% | +8.4% |
| 3M | +1.2% | -50.8% | +52.0% | +0.6% |
| 6M | +11.3% | -66.5% | +77.8% | +10.3% |
| YTD | +20.7% | -81.3% | +102.0% | +17.7% |
| 1Y | +23.4% | -84.8% | +108.2% | +20.3% |
| All | +23.4% | -85.5% | +108.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling