-68.3%
U vs NSC
+44.1%
-112.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.4% |
| 7D | +4.4% | -2.0% | +6.4% | +5.7% |
| 30D | -1.3% | -3.2% | +1.9% | +0.7% |
| 3M | +49.6% | +3.9% | +45.7% | +44.6% |
| 6M | +100.2% | +7.8% | +92.4% | +86.3% |
| YTD | -3.7% | +13.4% | -17.1% | -14.3% |
| 1Y | -6.5% | +20.3% | -26.8% | -20.7% |
| 3Y | +12.9% | +76.1% | -63.2% | -34.0% |
| 5Y | -68.3% | +45.0% | -113.3% | -78.3% |
| All | -68.3% | +44.1% | -112.4% | -78.3% |
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