+298.3%
NSC vs INDA
+104.9%
+193.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -3.4% | +6.2% | -9.6% | -6.7% |
| 30D | +3.6% | +12.4% | -8.7% | -3.0% |
| 3M | -1.4% | +3.2% | -4.5% | -3.3% |
| 6M | +6.0% | +3.8% | +2.2% | +3.3% |
| YTD | +15.5% | -4.3% | +19.8% | +17.6% |
| 1Y | +16.2% | -4.5% | +20.7% | +18.4% |
| 3Y | +76.9% | +17.1% | +59.9% | +58.5% |
| 5Y | +29.3% | +11.0% | +18.3% | +18.7% |
| 10Y | +298.3% | +107.5% | +190.8% | +146.5% |
| All | +298.3% | +104.9% | +193.3% | +146.5% |
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