+72.9%
NSC vs EOSE
-61.3%
+134.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.9% | -10.4% | +0.2% |
| 7D | -5.5% | +19.0% | -24.5% | -5.9% |
| 30D | -3.2% | +1.6% | -4.8% | -3.3% |
| 3M | +7.7% | -52.0% | +59.7% | +9.2% |
| 6M | +4.5% | -42.5% | +47.0% | +5.0% |
| YTD | +15.6% | -66.1% | +81.7% | +17.0% |
| 1Y | +19.8% | -47.1% | +67.0% | +19.1% |
| 3Y | +70.1% | +0.8% | +69.3% | +59.5% |
| 5Y | +46.1% | -71.7% | +117.8% | +30.2% |
| All | +72.9% | -61.3% | +134.2% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling