+225.7%
XLE vs NSC
+46.6%
+179.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | +12.6% | -1.9% | +14.6% | +13.3% |
| 3M | +11.8% | +6.2% | +5.6% | +9.1% |
| 6M | +16.1% | +9.2% | +6.9% | +11.6% |
| YTD | +46.9% | +15.0% | +31.8% | +38.1% |
| 1Y | +53.3% | +21.1% | +32.2% | +41.2% |
| 3Y | +54.9% | +78.6% | -23.7% | +18.0% |
| 5Y | +225.7% | +45.9% | +179.8% | +156.2% |
| All | +225.7% | +46.6% | +179.1% | +156.2% |
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 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