+326.9%
NSC vs INDA
+80.4%
+246.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.5% |
| 7D | -1.5% | -1.0% | -0.5% | -1.0% |
| 30D | -1.9% | -2.5% | +0.6% | -0.5% |
| 3M | +6.2% | +4.0% | +2.2% | +3.7% |
| 6M | +9.2% | -1.8% | +11.0% | +9.7% |
| YTD | +15.0% | -9.2% | +24.2% | +20.8% |
| 1Y | +21.1% | -7.2% | +28.3% | +25.3% |
| 3Y | +78.6% | +9.8% | +68.8% | +66.3% |
| 5Y | +45.9% | +7.5% | +38.4% | +36.4% |
| 10Y | +326.9% | +80.8% | +246.1% | +183.0% |
| All | +326.9% | +80.4% | +246.4% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling