+69.7%
NSC vs EOSE
-60.2%
+129.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.1% |
| 7D | -1.4% | +14.0% | -15.4% | -1.7% |
| 30D | -3.4% | -5.9% | +2.5% | -3.3% |
| 3M | +5.1% | -34.3% | +39.3% | +5.7% |
| 6M | +9.2% | -37.8% | +47.0% | +9.5% |
| YTD | +13.4% | -65.2% | +78.6% | +14.8% |
| 1Y | +20.8% | -41.9% | +62.7% | +19.8% |
| 3Y | +76.1% | +44.6% | +31.5% | +63.3% |
| 5Y | +45.3% | -69.2% | +114.5% | +29.2% |
| All | +69.7% | -60.2% | +129.9% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling