+101.4%
EXE vs NSC
+44.1%
+57.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -2.7% | -2.0% | -0.7% | -2.1% |
| 30D | -0.4% | -3.2% | +2.8% | +0.6% |
| 3M | +9.5% | +3.9% | +5.6% | +7.7% |
| 6M | -9.3% | +7.8% | -17.1% | -12.3% |
| YTD | -10.9% | +13.4% | -24.3% | -15.6% |
| 1Y | +4.3% | +20.3% | -16.0% | -3.3% |
| 3Y | +18.8% | +76.1% | -57.3% | -11.1% |
| 5Y | +101.4% | +45.0% | +56.4% | +63.4% |
| All | +101.4% | +44.1% | +57.3% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling