+154.8%
NSC vs EQH
+226.5%
-71.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.3% |
| 7D | -1.5% | +5.4% | -6.9% | -3.8% |
| 30D | -1.9% | +1.0% | -2.9% | -2.6% |
| 3M | +6.2% | +26.7% | -20.5% | -4.9% |
| 6M | +9.2% | +34.4% | -25.2% | -5.5% |
| YTD | +15.0% | +11.5% | +3.6% | +7.4% |
| 1Y | +21.1% | +0.4% | +20.7% | +17.8% |
| 3Y | +78.6% | +96.5% | -17.9% | +23.8% |
| 5Y | +45.9% | +93.4% | -47.5% | -2.0% |
| All | +154.8% | +226.5% | -71.7% | +19.1% |
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