+291.1%
NSC vs P
+666.7%
-375.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.3% |
| 7D | +1.6% | +17.8% | -16.2% | -1.0% |
| 30D | +4.2% | -29.9% | +34.1% | +9.3% |
| 3M | -0.2% | -1.2% | +0.9% | -1.6% |
| 6M | +7.6% | +32.1% | -24.6% | -0.3% |
| YTD | +17.4% | +64.3% | -46.9% | +3.5% |
| 1Y | +18.3% | +24.3% | -6.0% | +8.3% |
| 3Y | +79.8% | +203.2% | -123.4% | +27.4% |
| 5Y | +34.3% | +290.4% | -256.1% | -13.6% |
| All | +291.1% | +666.7% | -375.6% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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