+309.6%
NSC vs P
+713.7%
-404.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.4% | -3.4% |
| 7D | -6.6% | -23.8% | +17.2% | -2.9% |
| 30D | +2.2% | -36.6% | +38.8% | +8.9% |
| 3M | -6.2% | +10.9% | -17.1% | -9.5% |
| 6M | +1.7% | +30.0% | -28.3% | -5.8% |
| YTD | +12.2% | +44.4% | -32.2% | +1.0% |
| 1Y | +15.4% | +3.9% | +11.5% | +8.8% |
| 3Y | +73.3% | +176.6% | -103.3% | +24.1% |
| 5Y | +24.7% | +249.3% | -224.6% | -18.7% |
| All | +309.6% | +713.7% | -404.1% | +105.8% |
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