+47.4%
NSC vs FIVE
+31.2%
+16.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.2% |
| 7D | -5.5% | +4.3% | -9.8% | -6.1% |
| 30D | -3.2% | +12.5% | -15.7% | -4.9% |
| 3M | +7.7% | +31.2% | -23.6% | +3.4% |
| 6M | +4.5% | +14.4% | -9.8% | +1.7% |
| YTD | +15.6% | +33.9% | -18.3% | +9.7% |
| 1Y | +19.8% | +65.1% | -45.2% | +9.8% |
| 3Y | +70.1% | +49.0% | +21.1% | +53.3% |
| All | +47.4% | +31.2% | +16.2% | +29.2% |
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