-3.3%
XRT vs NSC
+44.1%
-47.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | -2.4% | -2.0% | -0.4% | -1.4% |
| 30D | -6.9% | -3.2% | -3.8% | -5.5% |
| 3M | -0.4% | +3.9% | -4.3% | -2.8% |
| 6M | +2.2% | +7.8% | -5.6% | -2.7% |
| YTD | -0.7% | +13.4% | -14.1% | -8.2% |
| 1Y | -2.0% | +20.3% | -22.3% | -12.3% |
| 3Y | +41.0% | +76.1% | -35.1% | -1.5% |
| 5Y | -3.3% | +45.0% | -48.3% | -24.8% |
| All | -3.3% | +44.1% | -47.4% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling