+43.4%
XRT vs NSC
+77.9%
-34.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -0.3% | -1.5% | +1.3% | +0.4% |
| 30D | -5.6% | -1.9% | -3.7% | -4.9% |
| 3M | +2.5% | +6.2% | -3.7% | -0.5% |
| 6M | +3.7% | +9.2% | -5.5% | -1.1% |
| YTD | +1.0% | +15.0% | -14.1% | -6.2% |
| 1Y | -1.2% | +21.1% | -22.3% | -10.5% |
| 3Y | +43.4% | +78.6% | -35.2% | +4.1% |
| All | +43.4% | +77.9% | -34.5% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling