+48.8%
NSC vs NXT
+178.8%
-130.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -5.5% | -1.1% | -4.4% | -5.4% |
| 30D | -3.2% | -15.3% | +12.1% | -2.0% |
| 3M | +7.7% | -43.8% | +51.5% | +12.3% |
| 6M | +4.5% | -18.7% | +23.2% | +4.8% |
| YTD | +15.6% | -3.0% | +18.6% | +13.4% |
| 1Y | +19.8% | +22.7% | -2.9% | +14.0% |
| 3Y | +70.1% | +95.9% | -25.8% | +47.5% |
| All | +48.8% | +178.8% | -130.0% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling