+15.3%
O vs NSC
+44.1%
-28.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -2.3% | -2.0% | -0.2% | -1.7% |
| 30D | -2.4% | -3.2% | +0.7% | -1.6% |
| 3M | -0.6% | +3.9% | -4.5% | -1.7% |
| 6M | -5.0% | +7.8% | -12.8% | -7.1% |
| YTD | +10.4% | +13.4% | -3.0% | +6.4% |
| 1Y | +6.6% | +20.3% | -13.8% | +1.1% |
| 3Y | +28.4% | +76.1% | -47.7% | +6.6% |
| 5Y | +15.3% | +45.0% | -29.7% | -1.2% |
| All | +15.3% | +44.1% | -28.8% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling