+153.4%
EXE vs NSC
+49.2%
+104.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +5.3% | +2.5% | +2.8% | +4.5% |
| 30D | -2.2% | +1.7% | -3.9% | -2.8% |
| 3M | -5.9% | -2.6% | -3.3% | -5.3% |
| 6M | -5.7% | +6.4% | -12.1% | -8.1% |
| YTD | -17.8% | +15.5% | -33.3% | -22.6% |
| 1Y | -23.1% | +17.6% | -40.7% | -28.0% |
| 3Y | +21.2% | +75.0% | -53.8% | -7.0% |
| 5Y | +78.8% | +32.2% | +46.6% | +52.4% |
| All | +153.4% | +49.2% | +104.2% | +111.1% |
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