+335.7%
NSC vs XHB
+202.9%
+132.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.5% |
| 7D | -2.0% | -1.9% | -0.1% | -1.0% |
| 30D | -3.2% | -8.3% | +5.1% | +1.7% |
| 3M | +3.9% | -7.1% | +11.1% | +7.6% |
| 6M | +7.8% | -5.3% | +13.0% | +9.6% |
| YTD | +13.4% | -3.2% | +16.6% | +13.5% |
| 1Y | +20.3% | -13.9% | +34.2% | +28.6% |
| 3Y | +76.1% | +24.9% | +51.2% | +43.8% |
| 5Y | +45.0% | +34.5% | +10.5% | +9.3% |
| 10Y | +335.7% | +215.5% | +120.3% | +71.3% |
| All | +335.7% | +202.9% | +132.8% | +71.3% |
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