+821.1%
XLB vs NSC
+1,889.3%
-1,068.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | +0.5% | +2.5% | -1.9% | -0.6% |
| 30D | +5.2% | +1.7% | +3.5% | +4.3% |
| 3M | +0.3% | -2.6% | +2.9% | +1.4% |
| 6M | +1.2% | +6.4% | -5.3% | -2.2% |
| YTD | +16.6% | +15.5% | +1.2% | +8.3% |
| 1Y | +21.4% | +17.6% | +3.8% | +11.8% |
| 3Y | +43.2% | +75.0% | -31.8% | +7.4% |
| 5Y | +28.0% | +32.2% | -4.1% | +8.2% |
| 10Y | +164.8% | +296.6% | -131.8% | +32.4% |
| All | +821.1% | +1,889.3% | -1,068.3% | +115.2% |
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