+169.4%
XLV vs NSC
+332.1%
-162.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | -3.6% | -2.8% | -0.8% | -2.7% |
| 30D | -1.8% | -4.5% | +2.7% | -0.4% |
| 3M | +7.8% | +3.5% | +4.2% | +6.4% |
| 6M | +9.1% | +8.5% | +0.6% | +5.7% |
| YTD | +7.7% | +12.3% | -4.6% | +3.0% |
| 1Y | +20.4% | +18.9% | +1.5% | +12.9% |
| 3Y | +30.8% | +74.1% | -43.4% | +5.1% |
| 5Y | +34.6% | +43.9% | -9.3% | +13.8% |
| All | +169.4% | +332.1% | -162.7% | +53.0% |
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