+400.3%
NSC vs XLRE
+112.0%
+288.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.0% |
| 7D | -5.5% | -1.2% | -4.3% | -4.7% |
| 30D | -3.2% | -2.8% | -0.4% | -1.3% |
| 3M | +7.7% | -0.2% | +7.9% | +7.7% |
| 6M | +4.5% | +1.9% | +2.6% | +2.9% |
| YTD | +15.6% | +10.6% | +5.0% | +7.5% |
| 1Y | +19.8% | +8.8% | +11.0% | +12.6% |
| 3Y | +70.1% | +31.5% | +38.6% | +38.8% |
| 5Y | +46.1% | +6.6% | +39.6% | +36.4% |
| 10Y | +328.1% | +84.0% | +244.1% | +175.7% |
| All | +400.3% | +112.0% | +288.4% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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