+24.4%
NSC vs FIVE
+14.2%
+10.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -6.6% | -0.3% | -6.4% | -6.6% |
| 30D | +2.2% | +17.7% | -15.5% | -0.1% |
| 3M | -6.2% | +4.0% | -10.2% | -6.9% |
| 6M | +1.7% | +2.6% | -0.9% | +0.7% |
| YTD | +12.2% | +27.6% | -15.3% | +7.1% |
| 1Y | +15.4% | +59.9% | -44.5% | +6.3% |
| 3Y | +73.3% | +35.8% | +37.6% | +58.6% |
| All | +24.4% | +14.2% | +10.2% | +13.2% |
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