+284.9%
NSC vs Z
-16.5%
+301.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.1% |
| 7D | +2.5% | +0.8% | +1.6% | +2.3% |
| 30D | +1.7% | +5.2% | -3.5% | +0.7% |
| 3M | -2.6% | -17.0% | +14.5% | -0.5% |
| 6M | +6.4% | -22.7% | +29.1% | +9.3% |
| YTD | +15.5% | -56.3% | +71.8% | +28.0% |
| 1Y | +17.6% | -57.7% | +75.3% | +30.8% |
| 3Y | +75.0% | -16.5% | +91.5% | +70.0% |
| 5Y | +32.2% | -53.4% | +85.6% | +34.9% |
| All | +284.9% | -16.5% | +301.3% | +209.6% |
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