+612.3%
XYZ vs NSC
+308.0%
+304.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +3.4% |
| 7D | +12.1% | -6.2% | +18.4% | +17.4% |
| 30D | +12.4% | +2.6% | +9.8% | +10.3% |
| 3M | +8.2% | -5.8% | +14.0% | +12.6% |
| 6M | +20.7% | +2.1% | +18.6% | +17.3% |
| YTD | +31.3% | +12.7% | +18.6% | +17.7% |
| 1Y | +20.5% | +15.9% | +4.6% | +5.7% |
| 3Y | +72.6% | +74.0% | -1.4% | +7.6% |
| 5Y | -64.0% | +25.2% | -89.2% | -70.9% |
| All | +612.3% | +308.0% | +304.3% | +161.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling