+17.6%
NSC vs P
+23.6%
-6.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.6% |
| 7D | +2.5% | +11.6% | -9.1% | +2.4% |
| 30D | +1.7% | -23.7% | +25.4% | +1.7% |
| 3M | -2.6% | -8.0% | +5.4% | -2.6% |
| 6M | +6.4% | +27.9% | -21.5% | +6.1% |
| YTD | +15.5% | +61.2% | -45.7% | +15.0% |
| 1Y | +17.6% | +28.6% | -11.0% | +17.1% |
| All | +17.6% | +23.6% | -6.0% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling