+963.4%
NSC vs ET
+1,435.0%
-471.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | -3.2% | +7.5% | -10.7% | -5.0% |
| 3M | +7.7% | +11.4% | -3.7% | +4.7% |
| 6M | +4.5% | +18.5% | -14.0% | -0.1% |
| YTD | +15.6% | +37.4% | -21.8% | +6.4% |
| 1Y | +19.8% | +30.9% | -11.1% | +11.5% |
| 3Y | +70.1% | +98.7% | -28.6% | +41.8% |
| 5Y | +46.1% | +230.7% | -184.6% | +6.3% |
| 10Y | +328.1% | +175.6% | +152.5% | +202.5% |
| All | +963.4% | +1,435.0% | -471.6% | +189.6% |
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