+16.2%
W vs NSC
+19.4%
-3.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +5.9% | -2.0% | +8.0% | +6.6% |
| 30D | -3.0% | -3.2% | +0.1% | -1.8% |
| 3M | +40.3% | +3.9% | +36.4% | +39.1% |
| 6M | +32.2% | +7.8% | +24.4% | +28.8% |
| YTD | -0.3% | +13.4% | -13.7% | -5.4% |
| 1Y | +16.2% | +20.3% | -4.2% | +7.9% |
| All | +16.2% | +19.4% | -3.3% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling