+934.3%
NSC vs XME
+180.8%
+753.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.5% |
| 7D | -3.5% | +1.5% | -5.1% | -4.3% |
| 30D | +3.9% | -7.3% | +11.2% | +7.0% |
| 3M | -0.8% | -17.4% | +16.6% | +7.0% |
| 6M | +7.1% | -21.8% | +28.9% | +16.6% |
| YTD | +16.4% | -6.0% | +22.4% | +14.7% |
| 1Y | +16.9% | +3.8% | +13.1% | +9.7% |
| 3Y | +78.4% | +100.0% | -21.6% | +20.2% |
| 5Y | +33.1% | +116.1% | -83.0% | -16.5% |
| 10Y | +299.9% | +280.6% | +19.3% | +79.6% |
| All | +934.3% | +180.8% | +753.6% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling