+889.2%
XLV vs NSC
+1,835.2%
-946.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | -3.6% | -2.8% | -0.8% | -2.8% |
| 30D | -1.8% | -4.5% | +2.7% | -0.6% |
| 3M | +7.8% | +3.5% | +4.2% | +6.7% |
| 6M | +9.1% | +8.5% | +0.6% | +6.4% |
| YTD | +7.7% | +12.3% | -4.6% | +4.0% |
| 1Y | +20.4% | +18.9% | +1.5% | +14.4% |
| 3Y | +30.8% | +74.1% | -43.4% | +10.4% |
| 5Y | +34.6% | +43.9% | -9.3% | +18.4% |
| 10Y | +173.4% | +331.6% | -158.3% | +76.1% |
| All | +889.2% | +1,835.2% | -946.0% | +296.8% |
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 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