+40.5%
W vs NSC
+77.9%
-37.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.0% |
| 7D | +6.5% | -1.5% | +8.0% | +7.9% |
| 30D | -6.2% | -1.9% | -4.3% | -4.5% |
| 3M | +48.9% | +6.2% | +42.7% | +40.3% |
| 6M | +31.2% | +9.2% | +22.0% | +18.6% |
| YTD | -0.4% | +15.0% | -15.5% | -15.2% |
| 1Y | +14.8% | +21.1% | -6.3% | -7.6% |
| 3Y | +40.5% | +78.6% | -38.1% | -20.9% |
| All | +40.5% | +77.9% | -37.4% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling