+79.8%
USB vs NSC
+302.7%
-223.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | +1.2% | +1.6% | -0.4% | +0.2% |
| 30D | +6.3% | +4.2% | +2.1% | +3.7% |
| 3M | -6.1% | -0.2% | -5.9% | -6.3% |
| 6M | +13.0% | +7.6% | +5.4% | +7.3% |
| YTD | +16.6% | +17.4% | -0.8% | +4.4% |
| 1Y | +31.1% | +18.3% | +12.8% | +17.0% |
| 3Y | +100.9% | +79.8% | +21.1% | +35.3% |
| 5Y | +24.5% | +34.3% | -9.8% | -1.7% |
| All | +79.8% | +302.7% | -223.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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