+373.9%
NSC vs USFR
+27.5%
+346.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -3.2% | +0.3% | -3.5% | -3.4% |
| 3M | +7.7% | +1.0% | +6.7% | +7.0% |
| 6M | +4.5% | +1.9% | +2.6% | +3.3% |
| YTD | +15.6% | +2.6% | +13.0% | +13.7% |
| 1Y | +19.8% | +4.0% | +15.8% | +16.9% |
| 3Y | +70.1% | +14.1% | +56.0% | +56.6% |
| 5Y | +46.1% | +20.4% | +25.7% | +30.0% |
| 10Y | +328.1% | +28.0% | +300.1% | +268.5% |
| All | +373.9% | +27.5% | +346.3% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling