+513.3%
XRT vs NSC
+919.0%
-405.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +0.8% | -5.5% | +6.3% | +3.7% |
| 30D | -4.2% | -3.2% | -1.0% | -2.7% |
| 3M | +5.1% | +7.7% | -2.6% | +0.7% |
| 6M | +2.4% | +4.5% | -2.1% | -0.8% |
| YTD | +3.2% | +15.6% | -12.4% | -5.3% |
| 1Y | +1.5% | +19.8% | -18.3% | -8.6% |
| 3Y | +40.6% | +70.1% | -29.5% | +3.5% |
| 5Y | -1.0% | +46.1% | -47.1% | -21.9% |
| 10Y | +128.4% | +328.1% | -199.7% | -1.0% |
| All | +513.3% | +919.0% | -405.7% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling