+167.0%
NSC vs NTR
+100.5%
+66.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -5.5% | +8.1% | -13.6% | -8.0% |
| 30D | -3.2% | +18.8% | -22.0% | -8.7% |
| 3M | +7.7% | +16.2% | -8.5% | +2.0% |
| 6M | +4.5% | +9.8% | -5.2% | -0.1% |
| YTD | +15.6% | +30.9% | -15.3% | +3.3% |
| 1Y | +19.8% | +41.8% | -21.9% | +3.5% |
| 3Y | +70.1% | +35.8% | +34.3% | +45.8% |
| 5Y | +46.1% | +51.0% | -4.9% | +6.4% |
| All | +167.0% | +100.5% | +66.5% | +46.9% |
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 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