+132.2%
XRT vs NSC
+302.7%
-170.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.3% |
| 7D | -0.4% | +1.6% | -2.1% | -1.3% |
| 30D | +7.5% | +4.2% | +3.3% | +5.3% |
| 3M | +2.3% | -0.2% | +2.6% | +2.4% |
| 6M | +12.8% | +7.6% | +5.3% | +7.9% |
| YTD | +7.1% | +17.4% | -10.3% | -2.7% |
| 1Y | +12.3% | +18.3% | -6.0% | +1.6% |
| 3Y | +57.0% | +79.8% | -22.8% | +11.2% |
| 5Y | -4.3% | +34.3% | -38.6% | -21.8% |
| All | +132.2% | +302.7% | -170.5% | +19.0% |
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