+76.2%
O vs NSC
+296.2%
-220.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | -0.4% | +2.5% | -2.9% | -1.3% |
| 30D | +7.1% | +1.7% | +5.4% | +6.3% |
| 3M | -5.2% | -2.6% | -2.7% | -4.4% |
| 6M | -1.8% | +6.4% | -8.2% | -4.5% |
| YTD | +9.1% | +15.5% | -6.4% | +2.4% |
| 1Y | +9.7% | +17.6% | -7.9% | +2.2% |
| 3Y | +39.1% | +75.0% | -35.8% | +7.0% |
| 5Y | +8.4% | +32.2% | -23.8% | -7.9% |
| All | +76.2% | +296.2% | -220.1% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling