+45.9%
NSC vs ET
+235.7%
-189.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -1.9% | +6.9% | -8.8% | -4.1% |
| 3M | +6.2% | +13.1% | -6.9% | +2.0% |
| 6M | +9.2% | +18.7% | -9.5% | +2.9% |
| YTD | +15.0% | +37.4% | -22.4% | +3.1% |
| 1Y | +21.1% | +34.8% | -13.7% | +9.1% |
| 3Y | +78.6% | +96.8% | -18.2% | +40.2% |
| 5Y | +45.9% | +238.2% | -192.3% | +3.4% |
| All | +45.9% | +235.7% | -189.8% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling