+150.2%
NSC vs EQX
+232.0%
-81.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.0% |
| 7D | -2.8% | -3.2% | +0.4% | -2.7% |
| 30D | -4.5% | +7.8% | -12.3% | -4.9% |
| 3M | +3.5% | +21.3% | -17.8% | +2.5% |
| 6M | +8.5% | -22.4% | +30.9% | +9.4% |
| YTD | +12.3% | -11.3% | +23.7% | +12.2% |
| 1Y | +18.9% | +13.5% | +5.4% | +17.0% |
| 3Y | +74.1% | +162.1% | -88.0% | +60.9% |
| 5Y | +43.9% | +84.2% | -40.3% | +31.2% |
| All | +150.2% | +232.0% | -81.9% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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