-39.0%
U vs NSC
+67.1%
-106.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | -3.8% | -5.5% | +1.7% | -0.7% |
| 30D | +17.5% | -3.2% | +20.7% | +19.5% |
| 3M | +38.7% | +7.7% | +31.1% | +32.0% |
| 6M | +104.4% | +4.5% | +99.9% | +96.2% |
| YTD | -5.7% | +15.6% | -21.2% | -15.4% |
| 1Y | +3.7% | +19.8% | -16.2% | -9.5% |
| 3Y | +12.3% | +70.1% | -57.8% | -24.6% |
| 5Y | -68.8% | +46.1% | -114.9% | -76.5% |
| All | -39.0% | +67.1% | -106.2% | -54.2% |
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 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