+47.4%
NSC vs Z
-64.8%
+112.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -5.5% | -3.0% | -2.5% | -5.2% |
| 30D | -3.2% | -4.2% | +1.0% | -2.9% |
| 3M | +7.7% | -3.7% | +11.4% | +7.8% |
| 6M | +4.5% | -24.5% | +29.0% | +7.3% |
| YTD | +15.6% | -49.3% | +64.9% | +24.1% |
| 1Y | +19.8% | -58.7% | +78.5% | +31.6% |
| 3Y | +70.1% | -34.1% | +104.2% | +72.3% |
| All | +47.4% | -64.8% | +112.2% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling