+589.0%
NSC vs XYL
+449.8%
+139.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.6% |
| 7D | -5.5% | -5.0% | -0.5% | -2.8% |
| 30D | -3.2% | -13.2% | +10.0% | +4.4% |
| 3M | +7.7% | -3.7% | +11.4% | +9.3% |
| 6M | +4.5% | -17.7% | +22.2% | +15.2% |
| YTD | +15.6% | -21.5% | +37.1% | +29.9% |
| 1Y | +19.8% | -24.5% | +44.3% | +37.4% |
| 3Y | +70.1% | +6.9% | +63.2% | +57.8% |
| 5Y | +46.1% | -18.1% | +64.2% | +53.3% |
| 10Y | +328.1% | +134.7% | +193.4% | +146.8% |
| All | +589.0% | +449.8% | +139.3% | +173.7% |
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 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