+24.4%
NSC vs XHB
+33.2%
-8.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.2% |
| 7D | -6.6% | +1.3% | -7.9% | -7.2% |
| 30D | +2.2% | +7.8% | -5.6% | -1.3% |
| 3M | -6.2% | -5.5% | -0.7% | -4.1% |
| 6M | +1.7% | -2.6% | +4.3% | +2.0% |
| YTD | +12.2% | +0.4% | +11.9% | +10.5% |
| 1Y | +15.4% | -1.0% | +16.4% | +14.2% |
| 3Y | +73.3% | +37.3% | +36.0% | +43.0% |
| All | +24.4% | +33.2% | -8.9% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling