+298.3%
NSC vs Z
-19.5%
+317.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.2% | +1.4% |
| 7D | -3.4% | -6.5% | +3.0% | -2.6% |
| 30D | +3.6% | -0.1% | +3.7% | +3.3% |
| 3M | -1.4% | -14.1% | +12.7% | +0.2% |
| 6M | +6.0% | -30.1% | +36.0% | +10.4% |
| YTD | +15.5% | -57.5% | +73.0% | +28.6% |
| 1Y | +16.2% | -60.3% | +76.6% | +30.5% |
| 3Y | +76.9% | -21.0% | +98.0% | +73.4% |
| 5Y | +29.3% | -54.9% | +84.2% | +32.6% |
| 10Y | +298.3% | -16.0% | +314.3% | +222.6% |
| All | +298.3% | -19.5% | +317.8% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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