+323.6%
NSC vs EXPD
+315.7%
+8.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -5.5% | -1.1% | -4.4% | -4.9% |
| 30D | -3.2% | +4.1% | -7.3% | -5.4% |
| 3M | +7.7% | +17.9% | -10.2% | -2.0% |
| 6M | +4.5% | +29.2% | -24.7% | -10.2% |
| YTD | +15.6% | +27.4% | -11.8% | -1.4% |
| 1Y | +19.8% | +56.8% | -37.0% | -10.7% |
| 3Y | +70.1% | +68.0% | +2.1% | +18.1% |
| 5Y | +46.1% | +61.9% | -15.7% | +0.5% |
| All | +323.6% | +315.7% | +8.0% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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