+820.5%
XLB vs NSC
+1,890.7%
-1,070.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -1.4% | -5.5% | +4.1% | +1.2% |
| 30D | -0.4% | -3.2% | +2.8% | +1.0% |
| 3M | +2.0% | +7.7% | -5.7% | -1.7% |
| 6M | +1.8% | +4.5% | -2.7% | -0.9% |
| YTD | +16.6% | +15.6% | +1.0% | +8.3% |
| 1Y | +16.9% | +19.8% | -2.9% | +6.7% |
| 3Y | +32.6% | +70.1% | -37.5% | +0.6% |
| 5Y | +35.6% | +46.1% | -10.5% | +9.3% |
| 10Y | +160.0% | +328.1% | -168.1% | +25.8% |
| All | +820.5% | +1,890.7% | -1,070.2% | +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