+296.7%
NSC vs ESI
+307.7%
-11.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.9% |
| 7D | -3.4% | -6.6% | +3.2% | -1.2% |
| 30D | +3.6% | -9.8% | +13.4% | +6.8% |
| 3M | -1.4% | -11.9% | +10.5% | +1.9% |
| 6M | +6.0% | -25.1% | +31.0% | +14.2% |
| YTD | +15.5% | +31.9% | -16.4% | -2.2% |
| 1Y | +16.2% | +19.2% | -3.0% | +2.1% |
| 3Y | +76.9% | +76.2% | +0.8% | +27.7% |
| 5Y | +29.3% | +39.4% | -10.1% | +0.2% |
| All | +296.7% | +307.7% | -11.0% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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