+631.5%
XLU vs NSC
+1,835.2%
-1,203.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | -3.3% | -4.5% | +1.2% | -2.3% |
| 3M | -3.2% | +3.5% | -6.7% | -4.1% |
| 6M | -7.0% | +8.5% | -15.5% | -9.1% |
| YTD | +0.6% | +12.3% | -11.7% | -2.6% |
| 1Y | +2.4% | +18.9% | -16.5% | -2.3% |
| 3Y | +46.3% | +74.1% | -27.9% | +25.1% |
| 5Y | +44.0% | +43.9% | +0.1% | +28.0% |
| 10Y | +140.1% | +331.6% | -191.6% | +60.7% |
| All | +631.5% | +1,835.2% | -1,203.7% | +231.7% |
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