+324.2%
NSC vs NYT
+489.9%
-165.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -4.5% | +4.6% | -9.1% | -5.7% |
| 3M | +3.5% | -9.6% | +13.1% | +5.7% |
| 6M | +8.5% | -14.0% | +22.5% | +11.9% |
| YTD | +12.3% | -2.8% | +15.2% | +11.6% |
| 1Y | +18.9% | +15.6% | +3.4% | +12.2% |
| 3Y | +74.1% | +56.3% | +17.8% | +48.4% |
| 5Y | +43.9% | +39.5% | +4.4% | +23.2% |
| All | +324.2% | +489.9% | -165.8% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling