+24.4%
NSC vs XME
+110.8%
-86.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.4% | -6.2% | -3.8% |
| 7D | -6.6% | -4.5% | -2.2% | -5.4% |
| 30D | +2.2% | -10.9% | +13.0% | +5.5% |
| 3M | -6.2% | -15.3% | +9.1% | -2.0% |
| 6M | +1.7% | -24.6% | +26.3% | +9.5% |
| YTD | +12.2% | -9.6% | +21.9% | +11.5% |
| 1Y | +15.4% | +2.9% | +12.5% | +8.6% |
| 3Y | +73.3% | +86.9% | -13.6% | +23.9% |
| All | +24.4% | +110.8% | -86.4% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling