+72.4%
TER vs NSC
+27.3%
+45.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.8% | +10.9% | +11.5% |
| 7D | -5.8% | -5.4% | -0.4% | -1.9% |
| 30D | -38.9% | +2.9% | -41.9% | -40.1% |
| 3M | -35.1% | -2.2% | -33.0% | -34.3% |
| 6M | -31.6% | +5.3% | -36.8% | -35.0% |
| YTD | +27.2% | +14.8% | +12.5% | +14.1% |
| 1Y | +35.2% | +16.6% | +18.7% | +19.9% |
| 3Y | +192.8% | +78.6% | +114.2% | +87.4% |
| 5Y | +72.4% | +27.2% | +45.2% | +36.1% |
| All | +72.4% | +27.3% | +45.1% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling