+47.4%
NSC vs XME
+176.2%
-128.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -3.2% | +6.0% | -9.2% | -5.1% |
| 3M | +7.7% | -7.7% | +15.4% | +9.8% |
| 6M | +4.5% | +1.0% | +3.6% | +2.6% |
| YTD | +15.6% | +14.6% | +0.9% | +7.3% |
| 1Y | +19.8% | +46.0% | -26.1% | 0.0% |
| 3Y | +70.1% | +127.0% | -56.9% | +16.7% |
| All | +47.4% | +176.2% | -128.8% | -5.2% |
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