+42.7%
XLP vs NSC
+34.1%
+8.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -0.2% | +1.6% | -1.8% | -0.6% |
| 30D | +8.2% | +4.2% | +4.0% | +7.1% |
| 3M | +7.7% | -0.2% | +8.0% | +7.7% |
| 6M | +9.3% | +7.6% | +1.8% | +7.1% |
| YTD | +19.5% | +17.4% | +2.1% | +14.3% |
| 1Y | +21.0% | +18.3% | +2.7% | +15.5% |
| 3Y | +43.2% | +79.8% | -36.6% | +19.0% |
| 5Y | +42.7% | +34.3% | +8.4% | +27.8% |
| All | +42.7% | +34.1% | +8.6% | +27.8% |
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