+24.4%
NSC vs IT
-43.2%
+67.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.1% |
| 7D | -6.6% | -16.9% | +10.3% | -3.8% |
| 30D | +2.2% | +2.3% | -0.2% | +1.5% |
| 3M | -6.2% | +2.9% | -9.1% | -7.3% |
| 6M | +1.7% | +25.9% | -24.2% | -4.4% |
| YTD | +12.2% | -24.6% | +36.9% | +18.0% |
| 1Y | +15.4% | -16.0% | +31.5% | +17.6% |
| 3Y | +73.3% | -51.6% | +124.9% | +105.8% |
| All | +24.4% | -43.2% | +67.5% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling