+1,895.7%
TER vs NSC
+324.0%
+1,571.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +4.0% |
| 7D | +12.4% | -2.0% | +14.4% | +13.8% |
| 30D | +5.1% | -3.2% | +8.3% | +7.2% |
| 3M | +4.0% | +3.9% | 0.0% | +0.8% |
| 6M | +29.5% | +7.8% | +21.7% | +22.2% |
| YTD | +98.5% | +13.4% | +85.1% | +81.1% |
| 1Y | +234.1% | +20.3% | +213.8% | +193.8% |
| 3Y | +289.0% | +76.1% | +212.9% | +162.5% |
| 5Y | +228.2% | +45.0% | +183.2% | +149.6% |
| 10Y | +1,895.7% | +335.7% | +1,560.0% | +719.8% |
| All | +1,895.7% | +324.0% | +1,571.7% | +719.8% |
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