+326.9%
NSC vs IT
+89.8%
+237.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +7.0% | +1.8% |
| 7D | -1.5% | -9.1% | +7.6% | +1.2% |
| 30D | -1.9% | -7.0% | +5.1% | -0.1% |
| 3M | +6.2% | +7.6% | -1.4% | +1.6% |
| 6M | +9.2% | +2.1% | +7.1% | +4.9% |
| YTD | +15.0% | -31.6% | +46.6% | +25.8% |
| 1Y | +21.1% | -29.9% | +51.0% | +30.0% |
| 3Y | +78.6% | -51.3% | +129.9% | +113.7% |
| 5Y | +45.9% | -44.8% | +90.7% | +59.6% |
| 10Y | +326.9% | +91.4% | +235.5% | +156.3% |
| All | +326.9% | +89.8% | +237.0% | +156.3% |
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