+3,256.2%
NSC vs EXEL
+340.0%
+2,916.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | -6.6% | +0.3% | -6.9% | -6.7% |
| 30D | +2.2% | +19.0% | -16.9% | +0.1% |
| 3M | -6.2% | +33.3% | -39.5% | -9.4% |
| 6M | +1.7% | +42.9% | -41.2% | -2.8% |
| YTD | +12.2% | +58.7% | -46.5% | +5.6% |
| 1Y | +15.4% | +70.5% | -55.1% | +7.7% |
| 3Y | +73.3% | +233.8% | -160.5% | +47.2% |
| 5Y | +24.7% | +259.3% | -234.7% | +3.9% |
| 10Y | +324.5% | +484.1% | -159.6% | +216.7% |
| All | +3,256.2% | +340.0% | +2,916.2% | +1,822.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling