+2,892.9%
NSC vs IT
+6,228.4%
-3,335.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.9% |
| 7D | -6.6% | -16.9% | +10.3% | -3.0% |
| 30D | +2.2% | +2.3% | -0.2% | +1.3% |
| 3M | -6.2% | +2.9% | -9.1% | -7.6% |
| 6M | +1.7% | +25.9% | -24.2% | -5.8% |
| YTD | +12.2% | -24.6% | +36.9% | +14.9% |
| 1Y | +15.4% | -16.0% | +31.5% | +15.2% |
| 3Y | +73.3% | -51.6% | +124.9% | +92.5% |
| 5Y | +24.7% | -42.6% | +67.3% | +31.4% |
| 10Y | +324.5% | +103.6% | +220.9% | +234.2% |
| All | +2,892.9% | +6,228.4% | -3,335.5% | +1,140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling