+1,106.7%
XLY vs NSC
+1,835.2%
-728.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -1.7% | -2.8% | +1.1% | -0.6% |
| 30D | -4.2% | -4.5% | +0.3% | -2.4% |
| 3M | -2.7% | +3.5% | -6.2% | -4.4% |
| 6M | -0.6% | +8.5% | -9.2% | -4.6% |
| YTD | -5.0% | +12.3% | -17.4% | -10.2% |
| 1Y | -4.1% | +18.9% | -23.0% | -11.5% |
| 3Y | +33.6% | +74.1% | -40.5% | +3.8% |
| 5Y | +28.7% | +43.9% | -15.2% | +7.2% |
| 10Y | +219.6% | +331.6% | -112.0% | +66.1% |
| All | +1,106.7% | +1,835.2% | -728.4% | +201.8% |
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