+515.4%
NSC vs INDA
+121.6%
+393.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | -5.4% | +6.1% | -11.5% | -8.1% |
| 30D | +2.9% | +11.7% | -8.7% | -2.6% |
| 3M | -2.2% | +2.1% | -4.2% | -3.3% |
| 6M | +5.3% | +3.2% | +2.1% | +3.3% |
| YTD | +14.8% | -4.9% | +19.6% | +16.9% |
| 1Y | +16.6% | -4.4% | +20.9% | +18.4% |
| 3Y | +78.6% | +17.6% | +61.0% | +62.5% |
| 5Y | +27.2% | +9.9% | +17.3% | +19.1% |
| 10Y | +302.5% | +102.7% | +199.8% | +171.9% |
| All | +515.4% | +121.6% | +393.8% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling