+48.4%
NU vs NSC
+27.0%
+21.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +6.0% | -1.5% | +7.5% | +6.6% |
| 30D | +10.8% | -1.9% | +12.7% | +11.4% |
| 3M | +32.2% | +6.2% | +25.9% | +28.4% |
| 6M | +5.1% | +9.2% | -4.0% | +0.6% |
| YTD | -8.4% | +15.0% | -23.4% | -14.5% |
| 1Y | +0.7% | +21.1% | -20.4% | -8.0% |
| 3Y | +125.1% | +78.6% | +46.5% | +62.4% |
| All | +48.4% | +27.0% | +21.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 all: compounded portfolio wealth divided by compounded NSC 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…
all analysis · Full analysis span regression · 6 months rolling