+3,319.5%
V vs NSC
+799.8%
+2,519.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.1% |
| 7D | +0.8% | -3.4% | +4.2% | +2.5% |
| 30D | +9.9% | +3.6% | +6.3% | +8.1% |
| 3M | +17.5% | -1.4% | +18.9% | +18.1% |
| 6M | +33.5% | +6.0% | +27.5% | +29.1% |
| YTD | +21.6% | +15.5% | +6.1% | +12.1% |
| 1Y | +27.6% | +16.2% | +11.3% | +17.2% |
| 3Y | +76.4% | +76.9% | -0.5% | +28.1% |
| 5Y | +103.8% | +29.3% | +74.5% | +69.6% |
| 10Y | +455.5% | +298.3% | +157.2% | +149.9% |
| All | +3,319.5% | +799.8% | +2,519.7% | +794.5% |
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