+823.0%
XLB vs NSC
+1,921.8%
-1,098.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | 0.0% | +1.6% | -1.6% | -0.7% |
| 30D | +5.3% | +4.2% | +1.1% | +3.3% |
| 3M | 0.0% | -0.2% | +0.2% | 0.0% |
| 6M | +1.2% | +7.6% | -6.3% | -2.6% |
| YTD | +16.9% | +17.4% | -0.5% | +7.7% |
| 1Y | +20.9% | +18.3% | +2.6% | +11.0% |
| 3Y | +43.3% | +79.8% | -36.5% | +6.1% |
| 5Y | +28.3% | +34.3% | -6.0% | +7.6% |
| 10Y | +165.3% | +303.1% | -137.8% | +31.8% |
| All | +823.0% | +1,921.8% | -1,098.8% | +114.1% |
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