+295.3%
NSC vs XYL
+126.3%
+169.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.2% |
| 7D | -6.2% | +5.9% | -12.1% | -9.2% |
| 30D | +2.6% | -3.9% | +6.5% | +3.4% |
| 3M | -5.8% | -18.7% | +12.9% | +4.0% |
| 6M | +2.1% | -16.9% | +19.0% | +10.9% |
| YTD | +12.7% | -27.4% | +40.0% | +31.0% |
| 1Y | +15.9% | -34.0% | +49.9% | +42.4% |
| 3Y | +74.0% | +5.6% | +68.5% | +58.2% |
| 5Y | +25.2% | -20.6% | +45.7% | +32.2% |
| All | +295.3% | +126.3% | +169.0% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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