+295.3%
NSC vs Z
-14.9%
+310.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.1% |
| 7D | -6.2% | -4.6% | -1.7% | -5.7% |
| 30D | +2.6% | +8.3% | -5.7% | +1.1% |
| 3M | -5.8% | -11.6% | +5.8% | -4.7% |
| 6M | +2.1% | -33.6% | +35.7% | +7.3% |
| YTD | +12.7% | -56.7% | +69.4% | +25.1% |
| 1Y | +15.9% | -59.1% | +75.0% | +29.6% |
| 3Y | +74.0% | -20.4% | +94.4% | +70.4% |
| 5Y | +25.2% | -55.3% | +80.5% | +28.6% |
| All | +295.3% | -14.9% | +310.2% | +221.4% |
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