+11.3%
NSC vs EXPD
+39.0%
-27.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +1.6% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +8.8% | +1.8% | +7.0% | +8.2% |
| 3M | +1.2% | +8.9% | -7.7% | -1.0% |
| 6M | +11.3% | +42.2% | -30.9% | +4.5% |
| All | +11.3% | +39.0% | -27.6% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling