+135.9%
XLU vs NSC
+332.1%
-196.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.6% | -2.8% | +1.2% | -0.7% |
| 30D | -3.3% | -4.5% | +1.2% | -2.0% |
| 3M | -3.2% | +3.5% | -6.7% | -4.4% |
| 6M | -7.0% | +8.5% | -15.5% | -9.6% |
| YTD | +0.6% | +12.3% | -11.7% | -3.4% |
| 1Y | +2.4% | +18.9% | -16.5% | -3.5% |
| 3Y | +46.3% | +74.1% | -27.9% | +18.9% |
| 5Y | +44.0% | +43.9% | +0.1% | +22.9% |
| All | +135.9% | +332.1% | -196.2% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling