+302.5%
NSC vs XME
+294.4%
+8.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | -0.5% |
| 7D | -5.4% | +0.9% | -6.3% | -5.8% |
| 30D | +2.9% | -7.3% | +10.3% | +5.9% |
| 3M | -2.2% | -14.8% | +12.6% | +3.9% |
| 6M | +5.3% | -18.4% | +23.7% | +12.3% |
| YTD | +14.8% | -4.7% | +19.4% | +12.0% |
| 1Y | +16.6% | +5.7% | +10.9% | +7.8% |
| 3Y | +78.6% | +104.0% | -25.4% | +15.7% |
| 5Y | +27.2% | +122.4% | -95.2% | -24.7% |
| 10Y | +302.5% | +285.4% | +17.2% | +51.4% |
| All | +302.5% | +294.4% | +8.2% | +51.4% |
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