+74.6%
NSC vs USFR
+14.1%
+60.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -3.2% | +0.3% | -3.5% | -3.5% |
| 3M | +7.7% | +1.0% | +6.7% | +6.8% |
| 6M | +4.5% | +1.9% | +2.6% | +3.0% |
| YTD | +15.6% | +2.6% | +13.0% | +13.0% |
| 1Y | +19.8% | +4.0% | +15.8% | +15.0% |
| All | +74.6% | +14.1% | +60.5% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling