+326.9%
NSC vs ETR
+295.2%
+31.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -1.0% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | -1.9% | +1.9% | -3.8% | -2.8% |
| 3M | +6.2% | +1.0% | +5.2% | +5.6% |
| 6M | +9.2% | +4.8% | +4.3% | +6.3% |
| YTD | +15.0% | +19.5% | -4.5% | +5.5% |
| 1Y | +21.1% | +28.1% | -7.0% | +7.3% |
| 3Y | +78.6% | +151.1% | -72.5% | +11.3% |
| 5Y | +45.9% | +125.2% | -79.3% | -5.3% |
| 10Y | +326.9% | +291.1% | +35.7% | +152.6% |
| All | +326.9% | +295.2% | +31.7% | +152.6% |
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