+533.2%
XYZ vs NSC
+348.0%
+185.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.1% |
| 7D | -1.0% | -5.5% | +4.5% | +2.9% |
| 30D | -1.7% | -3.2% | +1.5% | +0.4% |
| 3M | +16.7% | +7.7% | +9.1% | +10.2% |
| 6M | +26.9% | +4.5% | +22.3% | +21.1% |
| YTD | +27.1% | +15.6% | +11.6% | +12.9% |
| 1Y | +9.3% | +19.8% | -10.6% | -5.6% |
| 3Y | +42.3% | +70.1% | -27.8% | -6.7% |
| 5Y | -69.3% | +46.1% | -115.4% | -77.3% |
| 10Y | +586.8% | +328.1% | +258.7% | +182.6% |
| All | +533.2% | +348.0% | +185.2% | +148.5% |
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