+569.1%
NSC vs XYL
+408.9%
+160.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.7% |
| 7D | -6.6% | +5.9% | -12.5% | -9.5% |
| 30D | +2.2% | -3.9% | +6.1% | +3.0% |
| 3M | -6.2% | -18.7% | +12.5% | +3.2% |
| 6M | +1.7% | -16.9% | +18.6% | +10.1% |
| YTD | +12.2% | -27.4% | +39.6% | +29.6% |
| 1Y | +15.4% | -34.0% | +49.4% | +40.5% |
| 3Y | +73.3% | +5.6% | +67.7% | +59.6% |
| 5Y | +24.7% | -20.6% | +45.2% | +31.0% |
| 10Y | +324.5% | +133.4% | +191.1% | +143.2% |
| All | +569.1% | +408.9% | +160.3% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling