+986.7%
TER vs NSC
+300.6%
+686.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.7% |
| 7D | -8.9% | -3.4% | -5.5% | -6.5% |
| 30D | -39.1% | +3.6% | -42.7% | -40.5% |
| 3M | -32.8% | -1.4% | -31.4% | -32.3% |
| 6M | -31.7% | +6.0% | -37.7% | -35.2% |
| YTD | +26.9% | +15.5% | +11.4% | +14.3% |
| 1Y | +33.6% | +16.2% | +17.3% | +19.8% |
| 3Y | +181.5% | +76.9% | +104.6% | +89.4% |
| 5Y | +76.1% | +29.3% | +46.8% | +43.5% |
| All | +986.7% | +300.6% | +686.1% | +389.8% |
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