+427.2%
NSC vs ESI
+182.6%
+244.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.4% |
| 7D | -6.6% | -8.5% | +1.9% | -4.3% |
| 30D | +2.2% | -15.7% | +17.8% | +6.7% |
| 3M | -6.2% | -18.2% | +12.0% | -1.5% |
| 6M | +1.7% | -28.8% | +30.5% | +9.8% |
| YTD | +12.2% | +26.3% | -14.0% | +0.2% |
| 1Y | +15.4% | +18.2% | -2.8% | +4.9% |
| 3Y | +73.3% | +68.1% | +5.2% | +38.2% |
| 5Y | +24.7% | +28.8% | -4.1% | +5.8% |
| 10Y | +324.5% | +329.8% | -5.3% | +148.8% |
| All | +427.2% | +182.6% | +244.6% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling