+2,784.9%
NSC vs XPO
+10,316.6%
-7,531.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -0.1% |
| 7D | -5.5% | +2.4% | -7.9% | -5.9% |
| 30D | -3.2% | -3.5% | +0.3% | -2.8% |
| 3M | +7.7% | -11.9% | +19.6% | +9.5% |
| 6M | +4.5% | -10.0% | +14.5% | +5.7% |
| YTD | +15.6% | +42.1% | -26.5% | +9.2% |
| 1Y | +19.8% | +47.6% | -27.8% | +12.2% |
| 3Y | +70.1% | +153.6% | -83.5% | +45.0% |
| 5Y | +46.1% | +266.5% | -220.4% | +15.6% |
| 10Y | +328.1% | +1,460.4% | -1,132.4% | +182.8% |
| All | +2,784.9% | +10,316.6% | -7,531.7% | +1,554.7% |
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