+141.1%
XRT vs NSC
+303.9%
-162.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -1.4% | -3.5% | +2.1% | +0.4% |
| 30D | +9.8% | +3.9% | +5.8% | +7.7% |
| 3M | +3.3% | -0.8% | +4.1% | +3.6% |
| 6M | +13.6% | +7.1% | +6.5% | +8.8% |
| YTD | +9.1% | +16.4% | -7.4% | -0.5% |
| 1Y | +15.1% | +16.9% | -1.8% | +4.8% |
| 3Y | +59.9% | +78.4% | -18.4% | +13.8% |
| 5Y | -1.7% | +33.1% | -34.8% | -19.3% |
| 10Y | +141.1% | +299.9% | -158.7% | +21.5% |
| All | +141.1% | +303.9% | -162.8% | +21.5% |
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