+554.8%
XYZ vs NSC
+347.7%
+207.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.8% |
| 7D | +12.6% | -3.4% | +16.0% | +15.3% |
| 30D | +10.8% | +3.6% | +7.2% | +8.2% |
| 3M | +8.4% | -1.4% | +9.8% | +9.2% |
| 6M | +14.3% | +6.0% | +8.4% | +8.6% |
| YTD | +31.5% | +15.5% | +16.0% | +16.6% |
| 1Y | +28.1% | +16.2% | +11.9% | +13.1% |
| 3Y | +66.2% | +76.9% | -10.8% | +5.6% |
| 5Y | -62.3% | +29.3% | -91.7% | -69.8% |
| 10Y | +634.6% | +298.3% | +336.3% | +209.9% |
| All | +554.8% | +347.7% | +207.0% | +156.8% |
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