+2,764.8%
NSC vs XPO
+10,043.1%
-7,278.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.4% | +0.9% |
| 7D | -5.4% | -1.9% | -3.4% | -5.1% |
| 30D | +2.9% | +2.5% | +0.5% | +2.6% |
| 3M | -2.2% | -7.2% | +5.0% | -1.2% |
| 6M | +5.3% | -8.1% | +13.3% | +6.2% |
| YTD | +14.8% | +38.3% | -23.6% | +8.8% |
| 1Y | +16.6% | +33.6% | -17.0% | +10.9% |
| 3Y | +78.6% | +133.1% | -54.5% | +54.3% |
| 5Y | +27.2% | +308.9% | -281.7% | -0.7% |
| 10Y | +302.5% | +1,371.8% | -1,069.2% | +167.7% |
| All | +2,764.8% | +10,043.1% | -7,278.3% | +1,548.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling