-62.8%
W vs NSC
+44.4%
-107.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.5% | -1.4% | +1.9% | +1.8% |
| 30D | -5.6% | -3.4% | -2.2% | -2.3% |
| 3M | +41.9% | +5.1% | +36.8% | +34.3% |
| 6M | +30.2% | +9.2% | +21.0% | +16.6% |
| YTD | -2.9% | +13.4% | -16.4% | -17.1% |
| 1Y | +11.6% | +20.8% | -9.2% | -11.1% |
| 3Y | +37.0% | +76.1% | -39.1% | -27.1% |
| 5Y | -62.8% | +45.3% | -108.1% | -74.8% |
| All | -62.8% | +44.4% | -107.2% | -74.8% |
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