+926.3%
NSC vs XHB
+172.9%
+753.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.6% |
| 7D | -6.2% | +1.3% | -7.5% | -7.0% |
| 30D | +2.6% | +7.8% | -5.2% | -1.7% |
| 3M | -5.8% | -5.5% | -0.4% | -3.3% |
| 6M | +2.1% | -2.6% | +4.7% | +2.3% |
| YTD | +12.7% | +0.4% | +12.3% | +10.4% |
| 1Y | +15.9% | -1.0% | +16.9% | +14.2% |
| 3Y | +74.0% | +37.3% | +36.7% | +39.0% |
| 5Y | +25.2% | +33.7% | -8.5% | -1.5% |
| 10Y | +326.2% | +256.9% | +69.3% | +90.3% |
| All | +926.3% | +172.9% | +753.4% | +306.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling