+510.7%
NSC vs FIVE
+826.1%
-315.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | -0.1% | -3.5% |
| 7D | -3.8% | -1.7% | -2.1% | -3.5% |
| 30D | +4.1% | +14.9% | -10.8% | +1.2% |
| 3M | -3.3% | +7.6% | -10.9% | -5.0% |
| 6M | +5.9% | +6.4% | -0.5% | +3.5% |
| YTD | +15.5% | +28.1% | -12.6% | +8.1% |
| 1Y | +19.3% | +54.7% | -35.4% | +7.3% |
| 3Y | +79.0% | +36.1% | +43.0% | +56.8% |
| 5Y | +28.3% | +14.9% | +13.4% | +12.7% |
| 10Y | +336.8% | +578.8% | -242.0% | +169.8% |
| All | +510.7% | +826.1% | -315.4% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling