+105.5%
V vs NSC
+27.3%
+78.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.7% |
| 7D | -0.8% | -5.4% | +4.6% | +1.1% |
| 30D | +9.5% | +2.9% | +6.6% | +8.5% |
| 3M | +16.7% | -2.2% | +18.8% | +17.5% |
| 6M | +32.9% | +5.3% | +27.7% | +30.2% |
| YTD | +21.1% | +14.8% | +6.3% | +14.5% |
| 1Y | +26.6% | +16.6% | +10.1% | +19.0% |
| 3Y | +78.4% | +78.6% | -0.2% | +38.3% |
| 5Y | +105.5% | +27.2% | +78.3% | +78.9% |
| All | +105.5% | +27.3% | +78.2% | +78.9% |
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 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