+326.9%
NSC vs USFR
+28.1%
+298.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -1.9% | +0.3% | -2.2% | -2.2% |
| 3M | +6.2% | +1.0% | +5.2% | +5.2% |
| 6M | +9.2% | +1.9% | +7.3% | +7.2% |
| YTD | +15.0% | +2.7% | +12.4% | +12.1% |
| 1Y | +21.1% | +4.0% | +17.1% | +16.4% |
| 3Y | +78.6% | +14.0% | +64.6% | +56.8% |
| 5Y | +45.9% | +20.4% | +25.5% | +20.8% |
| 10Y | +326.9% | +28.1% | +298.8% | +235.8% |
| All | +326.9% | +28.1% | +298.8% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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