+162.0%
NSC vs NTR
+103.7%
+58.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -2.0% | +0.5% | -2.6% | -2.2% |
| 30D | -3.2% | +21.7% | -24.9% | -9.4% |
| 3M | +3.9% | +22.8% | -18.8% | -3.3% |
| 6M | +7.8% | +8.2% | -0.4% | +3.6% |
| YTD | +13.4% | +32.9% | -19.5% | +0.9% |
| 1Y | +20.3% | +45.3% | -25.0% | +3.0% |
| 3Y | +76.1% | +41.7% | +34.4% | +48.5% |
| 5Y | +45.0% | +49.8% | -4.8% | +6.5% |
| All | +162.0% | +103.7% | +58.3% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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