+24.4%
NSC vs P
+247.4%
-223.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.4% | -3.1% |
| 7D | -6.6% | -23.8% | +17.2% | -4.6% |
| 30D | +2.2% | -36.6% | +38.8% | +5.8% |
| 3M | -6.2% | +10.9% | -17.1% | -8.1% |
| 6M | +1.7% | +30.0% | -28.3% | -2.7% |
| YTD | +12.2% | +44.4% | -32.2% | +5.6% |
| 1Y | +15.4% | +3.9% | +11.5% | +11.8% |
| 3Y | +73.3% | +176.6% | -103.3% | +38.2% |
| All | +24.4% | +247.4% | -223.0% | -6.4% |
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