+980.1%
NSC vs ET
+1,311.7%
-331.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.6% | +3.0% | -1.4% | +0.9% |
| 30D | +4.2% | -3.5% | +7.6% | +5.0% |
| 3M | -0.2% | -5.6% | +5.4% | +1.1% |
| 6M | +7.6% | +0.5% | +7.0% | +7.1% |
| YTD | +17.4% | +26.3% | -9.0% | +10.2% |
| 1Y | +18.3% | +25.7% | -7.4% | +11.1% |
| 3Y | +79.8% | +85.1% | -5.3% | +52.4% |
| 5Y | +34.3% | +216.4% | -182.1% | -1.0% |
| 10Y | +303.1% | +160.9% | +142.2% | +189.8% |
| All | +980.1% | +1,311.7% | -331.7% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling