+442.6%
NSC vs ESI
+195.2%
+247.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.8% |
| 7D | -3.4% | -6.6% | +3.2% | -1.6% |
| 30D | +3.6% | -9.8% | +13.4% | +6.2% |
| 3M | -1.4% | -11.9% | +10.5% | +1.3% |
| 6M | +6.0% | -25.1% | +31.0% | +12.7% |
| YTD | +15.5% | +31.9% | -16.4% | +1.9% |
| 1Y | +16.2% | +19.2% | -3.0% | +5.5% |
| 3Y | +76.9% | +76.2% | +0.8% | +39.2% |
| 5Y | +29.3% | +39.4% | -10.1% | +7.3% |
| 10Y | +298.3% | +304.9% | -6.6% | +134.8% |
| All | +442.6% | +195.2% | +247.4% | +252.9% |
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