+326.9%
NSC vs XME
+401.9%
-75.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -1.5% | +3.6% | -5.1% | -3.0% |
| 30D | -1.9% | +3.6% | -5.6% | -3.6% |
| 3M | +6.2% | +1.2% | +5.0% | +4.7% |
| 6M | +9.2% | +9.0% | +0.1% | +2.6% |
| YTD | +15.0% | +15.9% | -0.9% | +3.9% |
| 1Y | +21.1% | +43.2% | -22.1% | -2.4% |
| 3Y | +78.6% | +137.4% | -58.8% | +9.9% |
| 5Y | +45.9% | +185.0% | -139.2% | -22.1% |
| 10Y | +326.9% | +409.5% | -82.6% | +44.6% |
| All | +326.9% | +401.9% | -75.1% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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