+73.3%
NSC vs XHB
+36.1%
+37.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.2% |
| 7D | -6.6% | +1.3% | -7.9% | -7.1% |
| 30D | +2.2% | +7.8% | -5.6% | -1.0% |
| 3M | -6.2% | -5.5% | -0.7% | -4.2% |
| 6M | +1.7% | -2.6% | +4.3% | +2.0% |
| YTD | +12.2% | +0.4% | +11.9% | +10.7% |
| 1Y | +15.4% | -1.0% | +16.4% | +14.4% |
| 3Y | +73.3% | +37.3% | +36.0% | +38.2% |
| All | +73.3% | +36.1% | +37.3% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling