+28.3%
NSC vs FIVE
+15.3%
+13.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | -0.1% | -3.7% |
| 7D | -3.8% | -1.7% | -2.1% | -3.6% |
| 30D | +4.1% | +14.9% | -10.8% | +2.1% |
| 3M | -3.3% | +7.6% | -10.9% | -4.5% |
| 6M | +5.9% | +6.4% | -0.5% | +4.3% |
| YTD | +15.5% | +28.1% | -12.6% | +10.1% |
| 1Y | +19.3% | +54.7% | -35.4% | +10.4% |
| 3Y | +79.0% | +36.1% | +43.0% | +63.8% |
| 5Y | +28.3% | +14.9% | +13.4% | +16.7% |
| All | +28.3% | +15.3% | +13.0% | +16.7% |
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