+309.6%
NSC vs FIVE
+563.4%
-253.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -6.6% | -0.3% | -6.4% | -6.6% |
| 30D | +2.2% | +17.7% | -15.5% | -1.5% |
| 3M | -6.2% | +4.0% | -10.2% | -7.4% |
| 6M | +1.7% | +2.6% | -0.9% | -0.1% |
| YTD | +12.2% | +27.6% | -15.3% | +4.1% |
| 1Y | +15.4% | +59.9% | -44.5% | +1.4% |
| 3Y | +73.3% | +35.8% | +37.6% | +49.7% |
| 5Y | +24.7% | +14.4% | +10.3% | +8.3% |
| All | +309.6% | +563.4% | -253.8% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling