+91.7%
USB vs NSC
+320.5%
-228.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.2% |
| 7D | 0.0% | -6.6% | +6.6% | +4.1% |
| 30D | +5.8% | +2.2% | +3.7% | +4.4% |
| 3M | -6.0% | -6.2% | +0.2% | -2.7% |
| 6M | +7.8% | +1.7% | +6.1% | +5.8% |
| YTD | +14.6% | +12.2% | +2.4% | +5.4% |
| 1Y | +31.8% | +15.4% | +16.4% | +19.2% |
| 3Y | +91.5% | +73.3% | +18.2% | +31.6% |
| 5Y | +22.0% | +24.7% | -2.6% | +0.7% |
| All | +91.7% | +320.5% | -228.8% | -21.2% |
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