-62.1%
W vs NSC
+46.6%
-108.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.0% |
| 7D | +6.5% | -1.5% | +8.0% | +8.0% |
| 30D | -6.2% | -1.9% | -4.3% | -4.4% |
| 3M | +48.9% | +6.2% | +42.7% | +39.6% |
| 6M | +31.2% | +9.2% | +22.0% | +17.6% |
| YTD | -0.4% | +15.0% | -15.5% | -16.1% |
| 1Y | +14.8% | +21.1% | -6.3% | -8.6% |
| 3Y | +40.5% | +78.6% | -38.1% | -26.2% |
| 5Y | -62.1% | +45.9% | -108.0% | -74.7% |
| All | -62.1% | +46.6% | -108.8% | -74.7% |
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