+16.0%
NSC vs IT
-17.0%
+33.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -3.4% | -7.5% | +4.1% | -3.1% |
| 30D | +3.6% | -1.2% | +4.8% | +3.9% |
| 3M | -1.4% | -2.2% | +0.8% | -1.1% |
| 6M | +6.0% | +19.1% | -13.1% | +5.5% |
| YTD | +15.5% | -25.1% | +40.6% | +19.6% |
| All | +16.0% | -17.0% | +33.0% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling