+45.9%
NSC vs INDA
+7.2%
+38.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.3% |
| 7D | -1.5% | -1.0% | -0.5% | -1.1% |
| 30D | -1.9% | -2.5% | +0.6% | -0.8% |
| 3M | +6.2% | +4.0% | +2.2% | +4.0% |
| 6M | +9.2% | -1.8% | +11.0% | +9.8% |
| YTD | +15.0% | -9.2% | +24.2% | +20.4% |
| 1Y | +21.1% | -7.2% | +28.3% | +25.0% |
| 3Y | +78.6% | +9.8% | +68.8% | +66.2% |
| 5Y | +45.9% | +7.5% | +38.4% | +34.2% |
| All | +45.9% | +7.2% | +38.7% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling