+46.4%
RF vs NSC
+31.3%
+15.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.2% |
| 7D | +1.9% | +2.5% | -0.5% | +0.4% |
| 30D | +7.3% | +1.7% | +5.6% | +6.1% |
| 3M | -7.9% | -2.6% | -5.4% | -6.8% |
| 6M | +10.5% | +6.4% | +4.1% | +5.4% |
| YTD | +9.6% | +15.5% | -5.8% | -1.1% |
| 1Y | +20.3% | +17.6% | +2.7% | +7.3% |
| 3Y | +119.5% | +75.0% | +44.6% | +48.8% |
| All | +46.4% | +31.3% | +15.2% | +10.4% |
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