+291.1%
NSC vs FIVE
+505.3%
-214.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +1.6% | +2.4% | -0.8% | +1.1% |
| 30D | +4.2% | +15.8% | -11.7% | +0.8% |
| 3M | -0.2% | +3.8% | -4.0% | -1.4% |
| 6M | +7.6% | +18.5% | -11.0% | +2.3% |
| YTD | +17.4% | +31.2% | -13.8% | +8.2% |
| 1Y | +18.3% | +61.8% | -43.5% | +3.7% |
| 3Y | +79.8% | +39.9% | +39.9% | +54.3% |
| 5Y | +34.3% | +18.3% | +16.0% | +15.8% |
| All | +291.1% | +505.3% | -214.2% | +133.4% |
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 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