+210.0%
NXPI vs NSC
+336.2%
-126.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.7% | -1.4% | +2.0% | +1.5% |
| 30D | -4.2% | -3.4% | -0.8% | -2.3% |
| 3M | -20.4% | +5.1% | -25.5% | -23.4% |
| 6M | +12.5% | +9.2% | +3.3% | +5.0% |
| YTD | +5.2% | +13.4% | -8.2% | -4.4% |
| 1Y | +5.1% | +20.8% | -15.7% | -8.2% |
| 3Y | +17.7% | +76.1% | -58.4% | -21.5% |
| 5Y | +16.8% | +45.3% | -28.5% | -13.0% |
| All | +210.0% | +336.2% | -126.1% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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