+195.5%
W vs NSC
+297.5%
-101.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.2% |
| 7D | -1.7% | +1.6% | -3.3% | -2.9% |
| 30D | +3.2% | +4.2% | -1.0% | +0.2% |
| 3M | +8.3% | -0.2% | +8.5% | +8.4% |
| 6M | +84.3% | +7.6% | +76.7% | +73.2% |
| YTD | +11.0% | +17.4% | -6.3% | -3.6% |
| 1Y | -0.2% | +18.3% | -18.5% | -13.9% |
| 3Y | +157.9% | +79.8% | +78.1% | +65.8% |
| 5Y | -56.8% | +34.3% | -91.1% | -65.4% |
| 10Y | +212.2% | +303.1% | -90.9% | +36.3% |
| All | +195.5% | +297.5% | -101.9% | +24.5% |
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