+169.0%
NSC vs NTR
+82.2%
+86.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -3.5% | -0.6% | -3.0% | -3.4% |
| 30D | +3.9% | +5.4% | -1.4% | +2.1% |
| 3M | -0.8% | +7.3% | -8.1% | -3.4% |
| 6M | +7.1% | +2.2% | +4.9% | +5.6% |
| YTD | +16.4% | +18.9% | -2.5% | +7.2% |
| 1Y | +16.9% | +23.7% | -6.8% | +6.0% |
| 3Y | +78.4% | +47.5% | +30.9% | +47.1% |
| 5Y | +33.1% | +22.0% | +11.1% | +6.9% |
| All | +169.0% | +82.2% | +86.8% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling