+580.0%
XYZ vs NSC
+326.8%
+253.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | +2.9% | -1.5% | +4.4% | +3.9% |
| 30D | +1.4% | -1.9% | +3.3% | +2.7% |
| 3M | +14.6% | +6.2% | +8.3% | +9.0% |
| 6M | +20.8% | +9.2% | +11.6% | +11.5% |
| YTD | +23.1% | +15.0% | +8.0% | +9.0% |
| 1Y | +5.6% | +21.1% | -15.4% | -10.0% |
| 3Y | +50.9% | +78.6% | -27.7% | -7.0% |
| 5Y | -68.6% | +45.9% | -114.4% | -77.1% |
| 10Y | +580.0% | +326.9% | +253.1% | +161.1% |
| All | +580.0% | +326.8% | +253.2% | +161.1% |
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