+20.3%
EXE vs NSC
+75.0%
-54.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -2.7% | -2.0% | -0.7% | -2.5% |
| 30D | -0.4% | -3.2% | +2.8% | 0.0% |
| 3M | +9.5% | +3.9% | +5.6% | +8.7% |
| 6M | -9.3% | +7.8% | -17.1% | -10.6% |
| YTD | -10.9% | +13.4% | -24.3% | -13.1% |
| 1Y | +4.3% | +20.3% | -16.0% | +0.7% |
| All | +20.3% | +75.0% | -54.8% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling