-73.3%
U vs NSC
+31.3%
-104.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +6.2% |
| 7D | +2.6% | +2.5% | +0.1% | +1.0% |
| 30D | +27.6% | +1.7% | +25.9% | +25.0% |
| 3M | +15.3% | -2.6% | +17.9% | +15.8% |
| 6M | +96.4% | +6.4% | +90.0% | +83.5% |
| YTD | +19.6% | +15.5% | +4.1% | +3.7% |
| 1Y | +42.1% | +17.6% | +24.5% | +21.3% |
| 3Y | +87.5% | +75.0% | +12.6% | +8.5% |
| All | -73.3% | +31.3% | -104.5% | -81.2% |
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