+298.3%
NSC vs ES
+87.3%
+210.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.4% | +0.9% | -4.3% | -3.8% |
| 30D | +3.6% | +5.9% | -2.3% | +1.1% |
| 3M | -1.4% | -1.0% | -0.4% | -1.2% |
| 6M | +6.0% | +7.2% | -1.2% | +2.5% |
| YTD | +15.5% | +7.0% | +8.5% | +11.5% |
| 1Y | +16.2% | +0.5% | +15.8% | +14.5% |
| 3Y | +76.9% | +48.7% | +28.3% | +42.3% |
| 5Y | +29.3% | +1.9% | +27.4% | +22.9% |
| 10Y | +298.3% | +89.2% | +209.1% | +256.6% |
| All | +298.3% | +87.3% | +210.9% | +256.6% |
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