+295.3%
NSC vs IT
+96.0%
+199.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.2% |
| 7D | -6.2% | -16.9% | +10.7% | -1.2% |
| 30D | +2.6% | +2.3% | +0.2% | +1.2% |
| 3M | -5.8% | +2.9% | -8.7% | -8.0% |
| 6M | +2.1% | +25.9% | -23.7% | -8.7% |
| YTD | +12.7% | -24.6% | +37.3% | +18.5% |
| 1Y | +15.9% | -16.0% | +31.9% | +16.7% |
| 3Y | +74.0% | -51.6% | +125.6% | +110.8% |
| 5Y | +25.2% | -42.6% | +67.8% | +36.0% |
| All | +295.3% | +96.0% | +199.3% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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