+302.5%
NSC vs ETR
+356.9%
-54.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.3% |
| 7D | -5.4% | +1.7% | -7.1% | -6.1% |
| 30D | +2.9% | +8.7% | -5.8% | -0.8% |
| 3M | -2.2% | +4.9% | -7.1% | -4.3% |
| 6M | +5.3% | +0.8% | +4.5% | +4.6% |
| YTD | +14.8% | +23.1% | -8.4% | +3.7% |
| 1Y | +16.6% | +17.9% | -1.3% | +7.4% |
| 3Y | +78.6% | +154.5% | -75.9% | +10.4% |
| 5Y | +27.2% | +160.3% | -133.1% | -23.4% |
| 10Y | +302.5% | +366.9% | -64.4% | +131.4% |
| All | +302.5% | +356.9% | -54.4% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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