+321.5%
NSC vs EXPD
+313.3%
+8.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.1% | -1.9% |
| 7D | -3.8% | -4.8% | +1.0% | -1.2% |
| 30D | +4.1% | -1.5% | +5.6% | +4.9% |
| 3M | -3.3% | +4.1% | -7.4% | -5.7% |
| 6M | +5.9% | +24.0% | -18.1% | -6.6% |
| YTD | +15.5% | +27.4% | -11.9% | -1.7% |
| 1Y | +19.3% | +38.4% | -19.0% | -3.6% |
| 3Y | +79.0% | +73.2% | +5.8% | +21.6% |
| 5Y | +28.3% | +59.9% | -31.5% | -10.4% |
| All | +321.5% | +313.3% | +8.2% | +52.8% |
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