+328.2%
NSC vs ET
+179.3%
+148.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.4% | +1.4% | -2.7% | -1.8% |
| 30D | -3.4% | +4.6% | -7.9% | -4.7% |
| 3M | +5.1% | +16.0% | -11.0% | +0.3% |
| 6M | +9.2% | +22.8% | -13.6% | +2.3% |
| YTD | +13.4% | +38.9% | -25.4% | +2.2% |
| 1Y | +20.8% | +34.1% | -13.3% | +9.9% |
| 3Y | +76.1% | +98.8% | -22.7% | +41.0% |
| 5Y | +45.3% | +246.8% | -201.6% | -2.5% |
| All | +328.2% | +179.3% | +148.9% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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