+28.3%
NSC vs P
+237.3%
-209.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -16.4% | +12.1% | -2.9% |
| 7D | -3.8% | -31.9% | +28.1% | -0.8% |
| 30D | +4.1% | -36.5% | +40.6% | +7.8% |
| 3M | -3.3% | +11.6% | -14.9% | -5.4% |
| 6M | +5.9% | +25.2% | -19.3% | +1.7% |
| YTD | +15.5% | +39.4% | -23.9% | +9.0% |
| 1Y | +19.3% | -3.7% | +23.0% | +16.5% |
| 3Y | +79.0% | +167.3% | -88.2% | +43.2% |
| 5Y | +28.3% | +237.3% | -209.0% | -3.3% |
| All | +28.3% | +237.3% | -209.0% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling