+67.1%
V vs NSC
+46.6%
+20.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -1.1% | -1.5% | +0.4% | -0.6% |
| 30D | +1.9% | -1.9% | +3.8% | +2.5% |
| 3M | +15.5% | +6.2% | +9.3% | +13.0% |
| 6M | +16.6% | +9.2% | +7.4% | +12.5% |
| YTD | +5.7% | +15.0% | -9.3% | 0.0% |
| 1Y | +8.6% | +21.1% | -12.5% | +0.6% |
| 3Y | +52.5% | +78.6% | -26.1% | +18.5% |
| 5Y | +67.1% | +45.9% | +21.2% | +36.9% |
| All | +67.1% | +46.6% | +20.5% | +36.9% |
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