+335.7%
NSC vs EVRG
+111.7%
+224.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | -3.2% | -0.2% | -3.0% | -3.2% |
| 3M | +3.9% | -0.5% | +4.4% | +4.0% |
| 6M | +7.8% | +0.2% | +7.6% | +7.5% |
| YTD | +13.4% | +14.9% | -1.5% | +5.6% |
| 1Y | +20.3% | +18.2% | +2.1% | +10.3% |
| 3Y | +76.1% | +70.2% | +5.9% | +33.0% |
| 5Y | +45.0% | +45.3% | -0.3% | +17.2% |
| 10Y | +335.7% | +112.4% | +223.3% | +195.0% |
| All | +335.7% | +111.7% | +224.0% | +195.0% |
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