+360.2%
NSC vs USFR
+28.5%
+331.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | +2.2% | +0.4% | +1.8% | +1.9% |
| 3M | -6.2% | +1.1% | -7.3% | -6.8% |
| 6M | +1.7% | +2.1% | -0.4% | +0.4% |
| YTD | +12.2% | +3.4% | +8.8% | +9.9% |
| 1Y | +15.4% | +4.1% | +11.3% | +12.5% |
| 3Y | +73.3% | +14.4% | +58.9% | +59.3% |
| 5Y | +24.7% | +21.3% | +3.3% | +10.4% |
| 10Y | +324.5% | +28.5% | +296.0% | +264.4% |
| All | +360.2% | +28.5% | +331.7% | +288.2% |
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