+8,200.6%
USB vs NSC
+6,005.8%
+2,194.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +2.4% | +1.8% | +0.6% | +1.6% |
| 30D | +6.6% | +8.8% | -2.3% | +2.7% |
| 3M | -4.1% | +1.2% | -5.3% | -4.8% |
| 6M | +12.5% | +11.3% | +1.1% | +6.8% |
| YTD | +17.6% | +20.7% | -3.1% | +7.4% |
| 1Y | +36.5% | +23.4% | +13.1% | +23.5% |
| 3Y | +95.4% | +87.1% | +8.3% | +45.5% |
| 5Y | +26.1% | +33.8% | -7.7% | +7.7% |
| 10Y | +101.3% | +356.6% | -255.3% | +2.7% |
| All | +8,200.6% | +6,005.8% | +2,194.8% | +1,525.2% |
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