+44.5%
NSC vs NXT
+246.1%
-201.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.3% | -8.2% | -3.2% |
| 7D | -6.6% | +32.2% | -38.9% | -8.7% |
| 30D | +2.2% | +21.9% | -19.8% | +0.4% |
| 3M | -6.2% | +6.6% | -12.8% | -7.0% |
| 6M | +1.7% | -16.8% | +18.5% | +2.1% |
| YTD | +12.2% | +20.4% | -8.2% | +8.1% |
| 1Y | +15.4% | -1.5% | +16.9% | +13.1% |
| 3Y | +73.3% | +182.4% | -109.0% | +45.3% |
| All | +44.5% | +246.1% | -201.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 5y: compounded portfolio wealth divided by compounded NXT 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…
5y analysis · Full analysis span regression · 6 months rolling