+5,578.7%
NSC vs NTRS
+7,620.4%
-2,041.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | -1.5% | +1.7% | -3.2% | -2.2% |
| 30D | -1.9% | +0.1% | -2.1% | -2.0% |
| 3M | +6.2% | +9.8% | -3.6% | +2.0% |
| 6M | +9.2% | +34.7% | -25.5% | -3.8% |
| YTD | +15.0% | +37.4% | -22.4% | +0.1% |
| 1Y | +21.1% | +48.2% | -27.1% | +1.9% |
| 3Y | +78.6% | +163.5% | -84.9% | +17.2% |
| 5Y | +45.9% | +88.2% | -42.3% | +6.7% |
| 10Y | +326.9% | +246.8% | +80.0% | +142.5% |
| All | +5,578.7% | +7,620.4% | -2,041.6% | +1,157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling