+45.9%
NSC vs NTR
+51.1%
-5.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -1.5% | +3.8% | -5.4% | -2.2% |
| 30D | -1.9% | +25.2% | -27.2% | -5.8% |
| 3M | +6.2% | +21.0% | -14.8% | +2.5% |
| 6M | +9.2% | +7.6% | +1.6% | +7.1% |
| YTD | +15.0% | +32.9% | -17.8% | +7.9% |
| 1Y | +21.1% | +43.1% | -22.0% | +11.5% |
| 3Y | +78.6% | +41.6% | +37.0% | +62.3% |
| 5Y | +45.9% | +54.8% | -8.9% | +24.9% |
| All | +45.9% | +51.1% | -5.2% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling