+335.7%
NSC vs XPO
+1,410.5%
-1,074.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.6% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | -3.2% | -8.1% | +4.9% | -1.1% |
| 3M | +3.9% | -19.0% | +23.0% | +9.6% |
| 6M | +7.8% | -5.2% | +13.0% | +8.5% |
| YTD | +13.4% | +35.6% | -22.2% | +2.7% |
| 1Y | +20.3% | +41.1% | -20.8% | +6.9% |
| 3Y | +76.1% | +157.9% | -81.8% | +25.7% |
| 5Y | +45.0% | +265.6% | -220.6% | -11.6% |
| 10Y | +335.7% | +1,516.8% | -1,181.1% | +63.5% |
| All | +335.7% | +1,410.5% | -1,074.7% | +63.5% |
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