+995.4%
TER vs NSC
+296.2%
+699.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.4% |
| 7D | +14.4% | +2.5% | +11.9% | +12.8% |
| 30D | -30.6% | +1.7% | -32.3% | -31.3% |
| 3M | -39.2% | -2.6% | -36.6% | -38.3% |
| 6M | -31.3% | +6.4% | -37.7% | -34.9% |
| YTD | +29.1% | +15.5% | +13.6% | +16.3% |
| 1Y | +47.4% | +17.6% | +29.8% | +31.2% |
| 3Y | +191.2% | +75.0% | +116.3% | +97.5% |
| 5Y | +74.0% | +32.2% | +41.8% | +40.0% |
| All | +995.4% | +296.2% | +699.2% | +395.3% |
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