+1,872.1%
T vs NSC
+5,745.4%
-3,873.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -1.3% | -5.5% | +4.2% | +0.3% |
| 30D | +11.4% | -3.2% | +14.6% | +12.3% |
| 3M | +14.3% | +7.7% | +6.6% | +11.8% |
| 6M | -9.3% | +4.5% | -13.8% | -10.7% |
| YTD | +7.1% | +15.6% | -8.5% | +2.5% |
| 1Y | -9.1% | +19.8% | -28.9% | -13.9% |
| 3Y | +105.3% | +70.1% | +35.2% | +72.8% |
| 5Y | +66.8% | +46.1% | +20.7% | +44.4% |
| 10Y | +66.8% | +328.1% | -261.3% | +3.5% |
| All | +1,872.1% | +5,745.4% | -3,873.3% | +370.2% |
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