+45.3%
NSC vs NTRS
+88.8%
-43.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -3.4% | +0.2% | -3.5% | -3.5% |
| 3M | +5.1% | +13.2% | -8.1% | -0.1% |
| 6M | +9.2% | +36.9% | -27.7% | -4.0% |
| YTD | +13.4% | +39.1% | -25.7% | -1.4% |
| 1Y | +20.8% | +50.4% | -29.6% | +1.4% |
| 3Y | +76.1% | +166.8% | -90.7% | +15.6% |
| 5Y | +45.3% | +92.9% | -47.6% | +4.0% |
| All | +45.3% | +88.8% | -43.5% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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