+64.3%
T vs NSC
+336.2%
-271.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.4% |
| 7D | -3.1% | -2.0% | -1.0% | -2.5% |
| 30D | +4.6% | -3.2% | +7.8% | +5.5% |
| 3M | +12.2% | +3.9% | +8.3% | +10.8% |
| 6M | -6.5% | +7.8% | -14.2% | -8.8% |
| YTD | +4.9% | +13.4% | -8.5% | +0.7% |
| 1Y | -10.5% | +20.3% | -30.8% | -15.6% |
| 3Y | +104.6% | +76.1% | +28.5% | +67.3% |
| 5Y | +64.2% | +45.0% | +19.2% | +40.3% |
| All | +64.3% | +336.2% | -271.8% | +2.6% |
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