+178.5%
EXE vs NSC
+49.4%
+129.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | -0.3% | -5.5% | +5.3% | +1.5% |
| 30D | +8.5% | -3.2% | +11.7% | +9.4% |
| 3M | +5.5% | +7.7% | -2.2% | +2.6% |
| 6M | -5.9% | +4.5% | -10.4% | -7.9% |
| YTD | -9.7% | +15.6% | -25.3% | -14.9% |
| 1Y | +3.6% | +19.8% | -16.3% | -3.6% |
| 3Y | +18.0% | +70.1% | -52.1% | -8.3% |
| 5Y | +109.4% | +46.1% | +63.3% | +73.0% |
| All | +178.5% | +49.4% | +129.1% | +132.1% |
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 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