+284.9%
NSC vs EVRG
+124.6%
+160.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | +2.5% | +1.4% | +1.1% | +1.8% |
| 30D | +1.7% | +7.4% | -5.7% | -1.8% |
| 3M | -2.6% | +7.2% | -9.8% | -5.9% |
| 6M | +6.4% | +9.5% | -3.0% | +1.6% |
| YTD | +15.5% | +25.6% | -10.1% | +3.0% |
| 1Y | +17.6% | +20.4% | -2.8% | +7.0% |
| 3Y | +75.0% | +108.8% | -33.8% | +19.5% |
| 5Y | +32.2% | +68.0% | -35.8% | -0.5% |
| All | +284.9% | +124.6% | +160.2% | +150.8% |
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