+14,183.4%
TER vs NSC
+5,745.4%
+8,438.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.2% |
| 7D | +0.6% | -5.5% | +6.1% | +3.8% |
| 30D | -8.3% | -3.2% | -5.1% | -6.7% |
| 3M | -12.2% | +7.7% | -19.9% | -16.3% |
| 6M | +17.1% | +4.5% | +12.6% | +13.6% |
| YTD | +84.7% | +15.6% | +69.1% | +69.3% |
| 1Y | +199.9% | +19.8% | +180.1% | +170.0% |
| 3Y | +232.8% | +70.1% | +162.7% | +144.4% |
| 5Y | +198.6% | +46.1% | +152.5% | +137.8% |
| 10Y | +1,669.7% | +328.1% | +1,341.7% | +671.0% |
| All | +14,183.4% | +5,745.4% | +8,438.0% | +1,634.1% |
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 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