+1,622.6%
T vs NSC
+5,741.3%
-4,118.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +2.5% | +2.5% | +0.1% | +1.8% |
| 30D | -3.8% | +1.7% | -5.5% | -4.2% |
| 3M | -8.7% | -2.6% | -6.2% | -8.2% |
| 6M | -8.1% | +6.4% | -14.5% | -9.9% |
| YTD | -6.4% | +15.5% | -21.9% | -10.5% |
| 1Y | -9.8% | +17.6% | -27.4% | -14.1% |
| 3Y | +65.5% | +75.0% | -9.5% | +38.3% |
| 5Y | +57.0% | +32.2% | +24.8% | +39.9% |
| 10Y | +60.8% | +296.6% | -235.8% | +2.0% |
| All | +1,622.6% | +5,741.3% | -4,118.7% | +310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling