+152.5%
NSC vs EQX
+244.1%
-91.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | -2.0% | +1.7% | -3.8% | -2.1% |
| 30D | -3.2% | +11.1% | -14.3% | -3.7% |
| 3M | +3.9% | +23.1% | -19.2% | +2.8% |
| 6M | +7.8% | -21.8% | +29.6% | +8.6% |
| YTD | +13.4% | -8.1% | +21.5% | +13.1% |
| 1Y | +20.3% | +29.7% | -9.4% | +17.5% |
| 3Y | +76.1% | +179.9% | -103.8% | +62.2% |
| 5Y | +45.0% | +82.5% | -37.5% | +32.2% |
| All | +152.5% | +244.1% | -91.5% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling