+5,565.6%
NSC vs ETR
+4,602.4%
+963.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -5.4% | +1.7% | -7.1% | -6.0% |
| 30D | +2.9% | +8.7% | -5.8% | -0.4% |
| 3M | -2.2% | +4.9% | -7.1% | -4.1% |
| 6M | +5.3% | +0.8% | +4.5% | +4.7% |
| YTD | +14.8% | +23.1% | -8.4% | +5.1% |
| 1Y | +16.6% | +17.9% | -1.3% | +8.5% |
| 3Y | +78.6% | +154.5% | -75.9% | +19.8% |
| 5Y | +27.2% | +160.3% | -133.1% | -16.2% |
| 10Y | +302.5% | +366.9% | -64.4% | +108.8% |
| All | +5,565.6% | +4,602.4% | +963.2% | +1,351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling