+34.4%
NSC vs FIVE
+17.0%
+17.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +1.6% | +2.4% | -0.8% | +1.3% |
| 30D | +4.2% | +15.8% | -11.7% | +2.1% |
| 3M | -0.2% | +3.8% | -4.0% | -1.0% |
| 6M | +7.6% | +18.5% | -11.0% | +4.3% |
| YTD | +17.4% | +31.2% | -13.8% | +11.6% |
| 1Y | +18.3% | +61.8% | -43.5% | +8.8% |
| 3Y | +79.8% | +39.9% | +39.9% | +63.8% |
| All | +34.4% | +17.0% | +17.5% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling