+47.4%
NSC vs ESI
+72.3%
-24.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.3% |
| 7D | -5.5% | +3.3% | -8.8% | -6.4% |
| 30D | -3.2% | -5.9% | +2.7% | -1.7% |
| 3M | +7.7% | -14.1% | +21.8% | +11.0% |
| 6M | +4.5% | +6.6% | -2.1% | -0.9% |
| YTD | +15.6% | +45.0% | -29.5% | -2.3% |
| 1Y | +19.8% | +41.5% | -21.6% | +1.5% |
| 3Y | +70.1% | +78.8% | -8.7% | +27.6% |
| All | +47.4% | +72.3% | -24.9% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling