+8,438.8%
USB vs NSC
+5,745.4%
+2,693.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | +1.4% | -5.5% | +7.0% | +4.0% |
| 30D | -1.3% | -3.2% | +1.9% | 0.0% |
| 3M | +15.2% | +7.7% | +7.6% | +11.2% |
| 6M | +18.8% | +4.5% | +14.3% | +15.8% |
| YTD | +21.0% | +15.6% | +5.4% | +12.7% |
| 1Y | +34.0% | +19.8% | +14.2% | +22.8% |
| 3Y | +95.3% | +70.1% | +25.2% | +51.7% |
| 5Y | +40.4% | +46.1% | -5.8% | +15.3% |
| 10Y | +107.3% | +328.1% | -220.8% | +8.6% |
| All | +8,438.8% | +5,745.4% | +2,693.4% | +1,605.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling