+291.1%
NSC vs XPO
+1,236.5%
-945.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.6% | +6.9% | -5.2% | -0.2% |
| 30D | +4.2% | +4.1% | +0.1% | +3.0% |
| 3M | -0.2% | -9.7% | +9.5% | +2.3% |
| 6M | +7.6% | -3.8% | +11.3% | +8.0% |
| YTD | +17.4% | +38.8% | -21.4% | +5.5% |
| 1Y | +18.3% | +34.2% | -15.9% | +7.0% |
| 3Y | +79.8% | +126.9% | -47.1% | +33.7% |
| 5Y | +34.3% | +297.5% | -263.2% | -20.0% |
| All | +291.1% | +1,236.5% | -945.3% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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