+284.9%
NSC vs ES
+98.2%
+186.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +2.5% | +2.7% | -0.2% | +1.3% |
| 30D | +1.7% | +7.6% | -5.9% | -1.4% |
| 3M | -2.6% | +0.5% | -3.0% | -2.9% |
| 6M | +6.4% | +7.6% | -1.2% | +2.8% |
| YTD | +15.5% | +10.2% | +5.3% | +10.1% |
| 1Y | +17.6% | +1.8% | +15.8% | +15.2% |
| 3Y | +75.0% | +55.4% | +19.6% | +38.0% |
| 5Y | +32.2% | +7.3% | +24.9% | +22.7% |
| All | +284.9% | +98.2% | +186.6% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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