+142.5%
XLC vs NSC
+155.9%
-13.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -0.8% | -5.5% | +4.7% | +1.3% |
| 30D | +1.0% | -3.2% | +4.3% | +2.3% |
| 3M | -0.7% | +7.7% | -8.4% | -3.9% |
| 6M | -5.1% | +4.5% | -9.7% | -7.4% |
| YTD | -4.3% | +15.6% | -19.8% | -10.4% |
| 1Y | -0.6% | +19.8% | -20.4% | -8.4% |
| 3Y | +72.7% | +70.1% | +2.6% | +33.6% |
| 5Y | +38.0% | +46.1% | -8.1% | +12.4% |
| All | +142.5% | +155.9% | -13.5% | +44.2% |
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