+5,440.5%
NSC vs EVRG
+2,228.5%
+3,212.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -6.6% | +1.9% | -8.5% | -7.4% |
| 30D | +2.2% | +9.0% | -6.9% | -1.4% |
| 3M | -6.2% | +6.3% | -12.5% | -8.6% |
| 6M | +1.7% | +9.9% | -8.2% | -2.3% |
| YTD | +12.2% | +23.8% | -11.6% | +2.6% |
| 1Y | +15.4% | +19.9% | -4.5% | +6.9% |
| 3Y | +73.3% | +94.3% | -20.9% | +30.7% |
| 5Y | +24.7% | +64.6% | -40.0% | -0.3% |
| 10Y | +324.5% | +121.7% | +202.7% | +194.6% |
| All | +5,440.5% | +2,228.5% | +3,212.0% | +1,631.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling