+159.2%
W vs NSC
+336.2%
-176.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.3% |
| 7D | +5.9% | -2.0% | +8.0% | +7.7% |
| 30D | -3.0% | -3.2% | +0.1% | -0.3% |
| 3M | +40.3% | +3.9% | +36.4% | +35.3% |
| 6M | +32.2% | +7.8% | +24.4% | +22.0% |
| YTD | -0.3% | +13.4% | -13.7% | -12.5% |
| 1Y | +16.2% | +20.3% | -4.2% | -3.3% |
| 3Y | +40.7% | +76.1% | -35.4% | -14.0% |
| 5Y | -62.3% | +45.0% | -107.3% | -72.5% |
| All | +159.2% | +336.2% | -176.9% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling