+295.3%
NSC vs URA
+283.4%
+11.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.8% | -3.3% |
| 7D | -6.2% | -4.1% | -2.1% | -5.5% |
| 30D | +2.6% | -19.0% | +21.6% | +6.9% |
| 3M | -5.8% | -25.1% | +19.3% | -0.5% |
| 6M | +2.1% | -44.5% | +46.6% | +14.2% |
| YTD | +12.7% | -24.3% | +37.0% | +15.3% |
| 1Y | +15.9% | -28.1% | +44.0% | +19.6% |
| 3Y | +74.0% | +40.7% | +33.4% | +43.1% |
| 5Y | +25.2% | +35.5% | -10.3% | -0.1% |
| All | +295.3% | +283.4% | +11.8% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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