+22.7%
USB vs NSC
+26.9%
-4.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | +0.1% |
| 7D | -1.5% | -3.8% | +2.3% | +0.5% |
| 30D | +4.3% | +4.1% | +0.2% | +2.1% |
| 3M | -6.1% | -3.3% | -2.8% | -4.7% |
| 6M | +9.4% | +5.9% | +3.5% | +5.4% |
| YTD | +15.2% | +15.5% | -0.3% | +5.5% |
| 1Y | +32.8% | +19.3% | +13.4% | +19.4% |
| 3Y | +91.3% | +79.0% | +12.3% | +35.2% |
| 5Y | +22.7% | +28.3% | -5.7% | -2.9% |
| All | +22.7% | +26.9% | -4.3% | -2.9% |
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