+336.7%
RF vs NSC
+326.8%
+9.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +2.7% | -1.5% | +4.2% | +3.8% |
| 30D | -3.4% | -1.9% | -1.4% | -2.2% |
| 3M | +6.4% | +6.2% | +0.1% | +1.1% |
| 6M | +13.4% | +9.2% | +4.2% | +5.0% |
| YTD | +14.2% | +15.0% | -0.8% | +1.5% |
| 1Y | +15.7% | +21.1% | -5.4% | -1.2% |
| 3Y | +91.3% | +78.6% | +12.7% | +17.4% |
| 5Y | +89.8% | +45.9% | +43.9% | +32.8% |
| 10Y | +336.7% | +326.9% | +9.8% | +50.3% |
| All | +336.7% | +326.8% | +9.9% | +50.3% |
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