+326.9%
NSC vs EXEL
+380.2%
-53.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | -1.9% | +6.7% | -8.6% | -2.9% |
| 3M | +6.2% | +11.5% | -5.2% | +4.4% |
| 6M | +9.2% | +38.8% | -29.6% | +3.7% |
| YTD | +15.0% | +31.6% | -16.6% | +9.8% |
| 1Y | +21.1% | +53.0% | -31.9% | +12.6% |
| 3Y | +78.6% | +160.8% | -82.2% | +50.6% |
| 5Y | +45.9% | +190.1% | -144.2% | +19.3% |
| 10Y | +326.9% | +367.0% | -40.1% | +221.4% |
| All | +326.9% | +380.2% | -53.3% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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