+7.4%
O vs NSC
+31.3%
-23.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -0.4% | +2.5% | -2.9% | -1.0% |
| 30D | +7.1% | +1.7% | +5.4% | +6.6% |
| 3M | -5.2% | -2.6% | -2.7% | -4.7% |
| 6M | -1.8% | +6.4% | -8.2% | -3.7% |
| YTD | +9.1% | +15.5% | -6.4% | +4.5% |
| 1Y | +9.7% | +17.6% | -7.9% | +4.6% |
| 3Y | +39.1% | +75.0% | -35.8% | +15.5% |
| All | +7.4% | +31.3% | -23.9% | -5.3% |
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 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