+253.8%
RF vs NSC
+308.0%
-54.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +1.4% |
| 7D | -0.9% | -6.2% | +5.3% | +3.8% |
| 30D | +6.0% | +2.6% | +3.5% | +3.9% |
| 3M | -8.9% | -5.8% | -3.1% | -5.3% |
| 6M | +2.3% | +2.1% | +0.2% | -0.4% |
| YTD | +7.6% | +12.7% | -5.1% | -3.3% |
| 1Y | +21.2% | +15.9% | +5.3% | +6.7% |
| 3Y | +108.5% | +74.0% | +34.5% | +30.3% |
| 5Y | +43.2% | +25.2% | +18.0% | +13.3% |
| All | +253.8% | +308.0% | -54.3% | +13.6% |
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