+5,601.7%
NSC vs EXPD
+30,870.6%
-25,268.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.1% | -2.9% |
| 7D | -3.8% | -4.8% | +1.0% | -2.3% |
| 30D | +4.1% | -1.5% | +5.6% | +4.6% |
| 3M | -3.3% | +4.1% | -7.4% | -4.6% |
| 6M | +5.9% | +24.0% | -18.1% | -1.2% |
| YTD | +15.5% | +27.4% | -11.9% | +5.9% |
| 1Y | +19.3% | +38.4% | -19.0% | +6.5% |
| 3Y | +79.0% | +73.2% | +5.8% | +47.5% |
| 5Y | +28.3% | +59.9% | -31.5% | +7.6% |
| 10Y | +336.8% | +319.9% | +16.9% | +178.6% |
| All | +5,601.7% | +30,870.6% | -25,268.8% | +2,137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling