+198.3%
W vs NSC
+291.1%
-92.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.4% | -4.2% |
| 7D | +1.1% | -3.4% | +4.5% | +4.0% |
| 30D | +6.4% | +3.6% | +2.8% | +3.7% |
| 3M | +9.0% | -1.4% | +10.4% | +10.1% |
| 6M | +69.8% | +6.0% | +63.9% | +61.4% |
| YTD | +12.1% | +15.5% | -3.4% | -1.5% |
| 1Y | 0.0% | +16.2% | -16.2% | -12.5% |
| 3Y | +160.3% | +76.9% | +83.4% | +69.4% |
| 5Y | -53.3% | +29.3% | -82.6% | -61.6% |
| 10Y | +217.0% | +298.3% | -81.3% | +39.9% |
| All | +198.3% | +291.1% | -92.8% | +27.2% |
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