+5,440.5%
NSC vs UL
+2,738.5%
+2,702.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.8% |
| 7D | -6.6% | +1.1% | -7.8% | -7.1% |
| 30D | +2.2% | +8.2% | -6.1% | -1.0% |
| 3M | -6.2% | +4.5% | -10.8% | -8.0% |
| 6M | +1.7% | +12.6% | -10.9% | -3.5% |
| YTD | +12.2% | +3.5% | +8.7% | +9.6% |
| 1Y | +15.4% | -0.4% | +15.8% | +14.3% |
| 3Y | +73.3% | +36.0% | +37.3% | +49.4% |
| 5Y | +24.7% | +30.9% | -6.3% | +7.2% |
| 10Y | +324.5% | +97.5% | +227.0% | +203.8% |
| All | +5,440.5% | +2,738.5% | +2,702.0% | +1,459.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling