+5,605.4%
NSC vs EVRG
+2,068.9%
+3,536.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -5.5% | +1.1% | -6.6% | -6.0% |
| 30D | -3.2% | -1.0% | -2.2% | -2.9% |
| 3M | +7.7% | +0.4% | +7.3% | +7.4% |
| 6M | +4.5% | -0.8% | +5.4% | +4.7% |
| YTD | +15.6% | +15.3% | +0.2% | +8.8% |
| 1Y | +19.8% | +17.9% | +2.0% | +11.7% |
| 3Y | +70.1% | +71.9% | -1.8% | +34.8% |
| 5Y | +46.1% | +45.3% | +0.9% | +23.0% |
| 10Y | +328.1% | +113.1% | +215.0% | +202.4% |
| All | +5,605.4% | +2,068.9% | +3,536.5% | +1,736.1% |
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