+291.1%
NSC vs RUN
+66.4%
+224.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +1.3% |
| 7D | +1.6% | -13.7% | +15.3% | +2.8% |
| 30D | +4.2% | +9.4% | -5.2% | +3.0% |
| 3M | -0.2% | -13.4% | +13.2% | +0.4% |
| 6M | +7.6% | -39.6% | +47.1% | +10.9% |
| YTD | +17.4% | -53.7% | +71.1% | +22.0% |
| 1Y | +18.3% | -56.2% | +74.5% | +23.3% |
| 3Y | +79.8% | -9.7% | +89.6% | +54.2% |
| 5Y | +34.3% | -85.5% | +119.8% | +34.8% |
| All | +291.1% | +66.4% | +224.7% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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