+422.7%
NSC vs P
+485.4%
-62.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -5.5% | +6.5% | -12.1% | -6.5% |
| 30D | -3.2% | +18.8% | -22.0% | -6.3% |
| 3M | +7.7% | +26.7% | -19.1% | +2.4% |
| 6M | +4.5% | +62.2% | -57.7% | -5.3% |
| YTD | +15.6% | +48.5% | -32.9% | +5.4% |
| 1Y | +19.8% | +26.4% | -6.6% | +10.5% |
| 3Y | +70.1% | +159.4% | -89.3% | +28.4% |
| 5Y | +46.1% | +275.8% | -229.7% | -1.3% |
| 10Y | +328.1% | +732.0% | -403.9% | +131.8% |
| All | +422.7% | +485.4% | -62.6% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling