+19.8%
NSC vs UL
-8.6%
+28.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.5% | -1.3% | -4.2% | -5.3% |
| 30D | -3.2% | +0.5% | -3.7% | -3.3% |
| 3M | +7.7% | +17.6% | -9.9% | +4.3% |
| 6M | +4.5% | -5.4% | +9.9% | +4.9% |
| YTD | +15.6% | +0.7% | +14.9% | +15.5% |
| 1Y | +19.8% | -9.3% | +29.1% | +20.5% |
| All | +19.8% | -8.6% | +28.5% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling