+302.5%
NSC vs RUN
+133.0%
+169.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.0% |
| 7D | -5.4% | +18.1% | -23.4% | -6.8% |
| 30D | +2.9% | +27.5% | -24.5% | +0.6% |
| 3M | -2.2% | -4.5% | +2.4% | -2.2% |
| 6M | +5.3% | -33.3% | +38.6% | +7.8% |
| YTD | +14.8% | -47.1% | +61.8% | +18.1% |
| 1Y | +16.6% | -43.1% | +59.7% | +18.8% |
| 3Y | +78.6% | -3.0% | +81.6% | +52.7% |
| 5Y | +27.2% | -82.6% | +109.8% | +25.4% |
| 10Y | +302.5% | +103.3% | +199.2% | +149.8% |
| All | +302.5% | +133.0% | +169.5% | +149.8% |
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