+302.5%
NSC vs XHB
+271.6%
+30.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.7% | -0.2% |
| 7D | -5.4% | +1.3% | -6.7% | -6.1% |
| 30D | +2.9% | +11.8% | -8.9% | -3.7% |
| 3M | -2.2% | -3.8% | +1.7% | -0.4% |
| 6M | +5.3% | +4.1% | +1.2% | +1.4% |
| YTD | +14.8% | +4.0% | +10.8% | +9.8% |
| 1Y | +16.6% | +1.6% | +15.0% | +12.9% |
| 3Y | +78.6% | +43.2% | +35.4% | +34.0% |
| 5Y | +27.2% | +35.8% | -8.7% | -4.0% |
| 10Y | +302.5% | +259.3% | +43.2% | +47.2% |
| All | +302.5% | +271.6% | +30.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling