+13.5%
U vs NSC
+77.9%
-64.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +4.5% | -1.5% | +6.0% | +5.2% |
| 30D | -0.6% | -1.9% | +1.3% | +0.3% |
| 3M | +48.4% | +6.2% | +42.2% | +43.4% |
| 6M | +115.4% | +9.2% | +106.2% | +103.1% |
| YTD | -3.2% | +15.0% | -18.2% | -11.9% |
| 1Y | -6.0% | +21.1% | -27.1% | -17.3% |
| 3Y | +13.5% | +78.6% | -65.1% | -28.8% |
| All | +13.5% | +77.9% | -64.4% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling