+47.4%
NSC vs EXEL
+199.5%
-152.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -5.5% | +8.4% | -13.9% | -6.4% |
| 30D | -3.2% | +4.1% | -7.3% | -3.8% |
| 3M | +7.7% | +12.4% | -4.7% | +6.0% |
| 6M | +4.5% | +41.5% | -37.0% | -0.4% |
| YTD | +15.6% | +34.6% | -19.1% | +10.7% |
| 1Y | +19.8% | +57.9% | -38.0% | +11.7% |
| 3Y | +70.1% | +159.5% | -89.4% | +44.0% |
| All | +47.4% | +199.5% | -152.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling