+30.3%
O vs NSC
+77.9%
-47.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.6% | -1.5% | +1.0% | -0.2% |
| 30D | -2.0% | -1.9% | 0.0% | -1.6% |
| 3M | +3.0% | +6.2% | -3.2% | +1.5% |
| 6M | -3.6% | +9.2% | -12.8% | -5.7% |
| YTD | +12.1% | +15.0% | -3.0% | +8.4% |
| 1Y | +8.9% | +21.1% | -12.2% | +4.1% |
| 3Y | +30.3% | +78.6% | -48.3% | +9.5% |
| All | +30.3% | +77.9% | -47.6% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling