+302.5%
NSC vs XPO
+1,421.2%
-1,118.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.4% | +0.1% |
| 7D | -5.4% | -1.9% | -3.4% | -4.9% |
| 30D | +2.9% | +2.5% | +0.5% | +2.2% |
| 3M | -2.2% | -7.2% | +5.0% | -0.4% |
| 6M | +5.3% | -8.1% | +13.3% | +7.0% |
| YTD | +14.8% | +38.3% | -23.6% | +3.2% |
| 1Y | +16.6% | +33.6% | -17.0% | +5.6% |
| 3Y | +78.6% | +133.1% | -54.5% | +31.7% |
| 5Y | +27.2% | +308.9% | -281.7% | -25.0% |
| 10Y | +302.5% | +1,371.8% | -1,069.2% | +54.8% |
| All | +302.5% | +1,421.2% | -1,118.7% | +54.8% |
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