+298.3%
NSC vs UL
+106.3%
+192.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -3.4% | +2.6% | -6.0% | -4.4% |
| 30D | +3.6% | +6.8% | -3.1% | +1.0% |
| 3M | -1.4% | +5.7% | -7.1% | -3.6% |
| 6M | +6.0% | +15.9% | -9.9% | -0.4% |
| YTD | +15.5% | +4.3% | +11.2% | +12.7% |
| 1Y | +16.2% | -0.4% | +16.7% | +15.3% |
| 3Y | +76.9% | +35.0% | +42.0% | +51.8% |
| 5Y | +29.3% | +31.6% | -2.3% | +10.1% |
| 10Y | +298.3% | +104.6% | +193.6% | +212.0% |
| All | +298.3% | +106.3% | +192.0% | +212.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling