+5.5%
NSC vs XE
-62.6%
+68.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.9% |
| 7D | +1.6% | +25.1% | -23.5% | +2.4% |
| 30D | +4.2% | -11.5% | +15.7% | +3.9% |
| 3M | -0.2% | -44.7% | +44.4% | -2.1% |
| 6M | +7.6% | -64.5% | +72.1% | +6.2% |
| All | +5.5% | -62.6% | +68.1% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · 6 months rolling