+32.6%
USB vs NSC
+17.7%
+14.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | +1.4% | -3.4% | +4.9% | +2.6% |
| 30D | +6.4% | +3.6% | +2.8% | +5.3% |
| 3M | -4.5% | -1.4% | -3.1% | -4.1% |
| 6M | +11.4% | +6.0% | +5.4% | +8.1% |
| YTD | +17.1% | +15.5% | +1.6% | +8.3% |
| 1Y | +32.6% | +16.2% | +16.4% | +21.1% |
| All | +32.6% | +17.7% | +14.9% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling