+23.4%
NSC vs FIVE
+63.3%
-39.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | +0.7% |
| 7D | +1.8% | +7.5% | -5.7% | +1.6% |
| 30D | +8.8% | +16.7% | -7.9% | +8.4% |
| 3M | +1.2% | +13.4% | -12.1% | +1.0% |
| 6M | +11.3% | +9.0% | +2.3% | +11.5% |
| YTD | +20.7% | +33.8% | -13.1% | +17.1% |
| 1Y | +23.4% | +61.2% | -37.8% | +15.4% |
| All | +23.4% | +63.3% | -39.9% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling