+326.9%
NSC vs RUN
+46.3%
+280.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.8% |
| 7D | -1.5% | +10.2% | -11.7% | -2.3% |
| 30D | -1.9% | -9.6% | +7.7% | -1.2% |
| 3M | +6.2% | -31.5% | +37.7% | +9.1% |
| 6M | +9.2% | -18.7% | +27.9% | +9.8% |
| YTD | +15.0% | -49.9% | +64.9% | +19.3% |
| 1Y | +21.1% | -45.5% | +66.6% | +23.6% |
| 3Y | +78.6% | -34.1% | +112.7% | +59.3% |
| 5Y | +45.9% | -79.4% | +125.3% | +39.7% |
| 10Y | +326.9% | +48.9% | +277.9% | +165.2% |
| All | +326.9% | +46.3% | +280.5% | +165.2% |
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