+70.8%
NSC vs JAAA
+29.3%
+41.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | -3.2% | +0.5% | -3.6% | -3.9% |
| 3M | +3.9% | +1.2% | +2.7% | +1.7% |
| 6M | +7.8% | +2.7% | +5.1% | +3.0% |
| YTD | +13.4% | +3.2% | +10.2% | +7.5% |
| 1Y | +20.3% | +4.8% | +15.5% | +11.2% |
| 3Y | +76.1% | +19.0% | +57.1% | +43.6% |
| 5Y | +45.0% | +26.8% | +18.2% | +11.7% |
| All | +70.8% | +29.3% | +41.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded JAAA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling