+5,605.4%
NSC vs ETR
+4,412.2%
+1,193.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -5.5% | +1.4% | -6.9% | -6.1% |
| 30D | -3.2% | +1.0% | -4.2% | -3.7% |
| 3M | +7.7% | -1.3% | +8.9% | +8.1% |
| 6M | +4.5% | +1.9% | +2.6% | +3.3% |
| YTD | +15.6% | +18.2% | -2.6% | +7.6% |
| 1Y | +19.8% | +24.7% | -4.8% | +9.0% |
| 3Y | +70.1% | +150.7% | -80.6% | +14.7% |
| 5Y | +46.1% | +127.0% | -80.9% | +1.6% |
| 10Y | +328.1% | +295.5% | +32.6% | +136.2% |
| All | +5,605.4% | +4,412.2% | +1,193.1% | +1,386.3% |
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