+15.5%
NSC vs XPO
+33.1%
-17.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.4% | +0.4% |
| 7D | -5.4% | -1.9% | -3.4% | -5.0% |
| 30D | +2.9% | +2.5% | +0.5% | +2.4% |
| 3M | -2.2% | -7.2% | +5.0% | -0.9% |
| 6M | +5.3% | -8.1% | +13.3% | +6.5% |
| YTD | +14.8% | +38.3% | -23.6% | +7.6% |
| All | +15.5% | +33.1% | -17.6% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling