+163.6%
W vs NSC
+291.4%
-127.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -4.2% | -5.5% | +1.3% | +0.1% |
| 30D | -7.6% | -3.2% | -4.4% | -5.3% |
| 3M | +37.2% | +7.7% | +29.5% | +29.2% |
| 6M | +26.3% | +4.5% | +21.8% | +20.6% |
| YTD | -1.0% | +15.6% | -16.5% | -12.9% |
| 1Y | +20.1% | +19.8% | +0.2% | +2.6% |
| 3Y | +37.8% | +70.1% | -32.3% | -7.8% |
| 5Y | -63.7% | +46.1% | -109.8% | -72.4% |
| 10Y | +156.3% | +328.1% | -171.8% | +10.7% |
| All | +163.6% | +291.4% | -127.8% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling