+155.8%
NSC vs EQH
+252.0%
-96.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -2.0% |
| 7D | +2.5% | +6.5% | -4.1% | -0.3% |
| 30D | +1.7% | +6.1% | -4.4% | -0.9% |
| 3M | -2.6% | +6.2% | -8.8% | -5.4% |
| 6M | +6.4% | +38.1% | -31.6% | -8.4% |
| YTD | +15.5% | +20.2% | -4.7% | +4.2% |
| 1Y | +17.6% | +27.6% | -10.0% | +3.1% |
| 3Y | +75.0% | +128.8% | -53.8% | +13.4% |
| 5Y | +32.2% | +83.1% | -51.0% | -8.3% |
| All | +155.8% | +252.0% | -96.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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