+298.3%
NSC vs EVRG
+123.0%
+175.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -3.4% | +3.5% | -6.9% | -5.1% |
| 30D | +3.6% | +9.2% | -5.6% | -0.8% |
| 3M | -1.4% | +8.6% | -10.0% | -5.4% |
| 6M | +6.0% | +10.0% | -4.0% | +1.0% |
| YTD | +15.5% | +25.1% | -9.6% | +3.2% |
| 1Y | +16.2% | +19.5% | -3.3% | +6.1% |
| 3Y | +76.9% | +102.3% | -25.3% | +22.7% |
| 5Y | +29.3% | +66.8% | -37.5% | -2.3% |
| 10Y | +298.3% | +125.0% | +173.3% | +158.7% |
| All | +298.3% | +123.0% | +175.2% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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