-35.7%
U vs NSC
+62.4%
-98.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +5.0% |
| 7D | +5.5% | -2.8% | +8.3% | +7.2% |
| 30D | -1.3% | -4.5% | +3.2% | +1.2% |
| 3M | +64.6% | +3.5% | +61.0% | +60.1% |
| 6M | +119.4% | +8.5% | +110.8% | +105.3% |
| YTD | -0.5% | +12.3% | -12.8% | -9.4% |
| 1Y | +1.3% | +18.9% | -17.7% | -11.4% |
| 3Y | +15.6% | +74.1% | -58.5% | -23.8% |
| 5Y | -67.5% | +43.9% | -111.4% | -75.1% |
| All | -35.7% | +62.4% | -98.1% | -50.9% |
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