+39.3%
XLC vs NSC
+44.4%
-5.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | +0.2% | -3.4% | +3.6% | +1.3% |
| 3M | +0.7% | +5.1% | -4.4% | -1.3% |
| 6M | -4.5% | +9.2% | -13.7% | -7.9% |
| YTD | -4.7% | +13.4% | -18.1% | -9.6% |
| 1Y | -1.5% | +20.8% | -22.3% | -8.7% |
| 3Y | +72.2% | +76.1% | -3.8% | +33.1% |
| 5Y | +39.3% | +45.3% | -6.0% | +15.1% |
| All | +39.3% | +44.4% | -5.0% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling