+16.9%
NSC vs ET
+25.1%
-8.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.5% | +1.8% | -5.3% | -3.6% |
| 30D | +3.9% | -3.0% | +6.9% | +4.0% |
| 3M | -0.8% | -4.7% | +3.9% | -0.7% |
| 6M | +7.1% | +2.7% | +4.4% | +6.5% |
| YTD | +16.4% | +26.5% | -10.1% | +15.6% |
| 1Y | +16.9% | +25.0% | -8.0% | +15.9% |
| All | +16.9% | +25.1% | -8.2% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling