+139.9%
NSC vs REPL
+45.5%
+94.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -3.9% | +0.5% |
| 7D | -3.4% | +12.7% | -16.2% | -3.8% |
| 30D | +3.6% | +73.5% | -69.9% | +1.6% |
| 3M | -1.4% | +70.3% | -71.7% | -3.4% |
| 6M | +6.0% | +472.0% | -466.0% | -3.6% |
| YTD | +15.5% | +139.5% | -124.0% | +6.0% |
| 1Y | +16.2% | +167.3% | -151.1% | +6.1% |
| 3Y | +76.9% | +109.5% | -32.6% | +41.5% |
| 5Y | +29.3% | -29.9% | +59.2% | +11.6% |
| All | +139.9% | +45.5% | +94.4% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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