+298.3%
NSC vs IT
+88.3%
+210.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | -3.4% | -7.5% | +4.1% | -1.1% |
| 30D | +3.6% | -1.2% | +4.8% | +3.4% |
| 3M | -1.4% | -2.2% | +0.8% | -2.1% |
| 6M | +6.0% | +19.1% | -13.1% | -3.4% |
| YTD | +15.5% | -25.1% | +40.6% | +21.7% |
| 1Y | +16.2% | -17.4% | +33.6% | +17.7% |
| 3Y | +76.9% | -54.1% | +131.0% | +119.3% |
| 5Y | +29.3% | -42.7% | +72.0% | +40.4% |
| 10Y | +298.3% | +88.1% | +210.1% | +124.8% |
| All | +298.3% | +88.3% | +210.0% | +124.8% |
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