+295.3%
NSC vs EXEL
+429.0%
-133.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -6.2% | +0.3% | -6.5% | -6.3% |
| 30D | +2.6% | +19.0% | -16.5% | 0.0% |
| 3M | -5.8% | +33.3% | -39.1% | -9.7% |
| 6M | +2.1% | +42.9% | -40.8% | -3.4% |
| YTD | +12.7% | +58.7% | -46.0% | +4.6% |
| 1Y | +15.9% | +70.5% | -54.6% | +6.3% |
| 3Y | +74.0% | +233.8% | -159.8% | +40.8% |
| 5Y | +25.2% | +259.3% | -234.2% | -1.3% |
| All | +295.3% | +429.0% | -133.8% | +202.0% |
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