+1,902.7%
XEL vs NSC
+5,636.1%
-3,733.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +0.9% | -2.0% | +2.9% | +1.4% |
| 30D | -0.9% | -3.2% | +2.3% | -0.2% |
| 3M | -1.4% | +3.9% | -5.3% | -2.4% |
| 6M | -5.8% | +7.8% | -13.6% | -7.6% |
| YTD | +4.7% | +13.4% | -8.7% | +1.5% |
| 1Y | +9.1% | +20.3% | -11.3% | +4.3% |
| 3Y | +47.8% | +76.1% | -28.2% | +28.1% |
| 5Y | +29.0% | +45.0% | -16.0% | +15.8% |
| 10Y | +154.0% | +335.7% | -181.7% | +74.8% |
| All | +1,902.7% | +5,636.1% | -3,733.3% | +537.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling