+119.9%
XRT vs NSC
+336.2%
-216.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.6% | -1.4% | -2.2% | -2.9% |
| 30D | -6.7% | -3.4% | -3.3% | -5.1% |
| 3M | -1.4% | +5.1% | -6.5% | -4.3% |
| 6M | +1.7% | +9.2% | -7.5% | -3.8% |
| YTD | -1.5% | +13.4% | -14.9% | -8.8% |
| 1Y | -2.5% | +20.8% | -23.3% | -12.8% |
| 3Y | +39.9% | +76.1% | -36.2% | +0.1% |
| 5Y | -2.6% | +45.3% | -47.9% | -23.7% |
| All | +119.9% | +336.2% | -216.2% | +5.1% |
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