+302.5%
NSC vs UL
+102.0%
+200.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | -5.4% | +0.3% | -5.6% | -5.5% |
| 30D | +2.9% | +7.0% | -4.0% | +0.3% |
| 3M | -2.2% | +5.8% | -8.0% | -4.3% |
| 6M | +5.3% | +16.1% | -10.9% | -1.1% |
| YTD | +14.8% | +4.5% | +10.3% | +11.9% |
| 1Y | +16.6% | -1.3% | +17.9% | +16.0% |
| 3Y | +78.6% | +35.0% | +43.6% | +53.4% |
| 5Y | +27.2% | +31.9% | -4.7% | +8.3% |
| 10Y | +302.5% | +99.3% | +203.3% | +218.7% |
| All | +302.5% | +102.0% | +200.5% | +218.7% |
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