+323.6%
NSC vs FIVE
+478.4%
-154.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.6% |
| 7D | -5.5% | +4.3% | -9.8% | -6.4% |
| 30D | -3.2% | +12.5% | -15.7% | -6.0% |
| 3M | +7.7% | +31.2% | -23.6% | +0.8% |
| 6M | +4.5% | +14.4% | -9.8% | -0.1% |
| YTD | +15.6% | +33.9% | -18.3% | +6.3% |
| 1Y | +19.8% | +65.1% | -45.2% | +4.3% |
| 3Y | +70.1% | +49.0% | +21.1% | +43.6% |
| 5Y | +46.1% | +30.3% | +15.8% | +22.1% |
| All | +323.6% | +478.4% | -154.8% | +144.6% |
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