+302.5%
NSC vs EXEL
+445.6%
-143.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.4% |
| 7D | -5.4% | +2.3% | -7.7% | -5.7% |
| 30D | +2.9% | +19.8% | -16.9% | +0.3% |
| 3M | -2.2% | +32.7% | -34.8% | -6.1% |
| 6M | +5.3% | +49.0% | -43.7% | -1.0% |
| YTD | +14.8% | +63.7% | -48.9% | +6.0% |
| 1Y | +16.6% | +75.8% | -59.2% | +6.4% |
| 3Y | +78.6% | +241.3% | -162.7% | +44.1% |
| 5Y | +27.2% | +289.0% | -261.9% | -0.9% |
| 10Y | +302.5% | +377.6% | -75.1% | +206.2% |
| All | +302.5% | +445.6% | -143.0% | +206.2% |
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