+45.9%
NSC vs ZBRA
-39.4%
+85.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | -1.5% | +2.6% | -4.1% | -2.1% |
| 30D | -1.9% | -6.4% | +4.4% | -0.5% |
| 3M | +6.2% | +51.3% | -45.1% | -4.9% |
| 6M | +9.2% | +60.5% | -51.3% | -4.3% |
| YTD | +15.0% | +45.2% | -30.2% | +2.9% |
| 1Y | +21.1% | +12.3% | +8.7% | +15.1% |
| 3Y | +78.6% | +37.5% | +41.1% | +55.6% |
| 5Y | +45.9% | -39.2% | +85.1% | +48.7% |
| All | +45.9% | -39.4% | +85.3% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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