+284.9%
NSC vs XME
+260.6%
+24.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | +1.7% | -6.1% | +7.8% | +4.1% |
| 3M | -2.6% | -18.6% | +16.1% | +5.5% |
| 6M | +6.4% | -23.9% | +30.3% | +16.9% |
| YTD | +15.5% | -9.3% | +24.8% | +15.0% |
| 1Y | +17.6% | +1.8% | +15.8% | +10.5% |
| 3Y | +75.0% | +93.0% | -18.0% | +16.1% |
| 5Y | +32.2% | +107.0% | -74.8% | -19.0% |
| All | +284.9% | +260.6% | +24.3% | +49.4% |
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