+22.0%
USB vs NSC
+23.9%
-1.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.9% |
| 7D | 0.0% | -6.6% | +6.6% | +3.5% |
| 30D | +5.8% | +2.2% | +3.7% | +4.6% |
| 3M | -6.0% | -6.2% | +0.2% | -3.1% |
| 6M | +7.8% | +1.7% | +6.1% | +6.0% |
| YTD | +14.6% | +12.2% | +2.4% | +6.5% |
| 1Y | +31.8% | +15.4% | +16.4% | +20.6% |
| 3Y | +91.5% | +73.3% | +18.2% | +37.7% |
| All | +22.0% | +23.9% | -1.9% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling