+299.9%
NSC vs FDS
+132.8%
+167.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.2% |
| 7D | -3.5% | -2.1% | -1.4% | -2.8% |
| 30D | +3.9% | +16.0% | -12.1% | -1.7% |
| 3M | -0.8% | +18.8% | -19.6% | -7.8% |
| 6M | +7.1% | +54.1% | -47.0% | -12.0% |
| YTD | +16.4% | +17.0% | -0.6% | +5.8% |
| 1Y | +16.9% | +25.5% | -8.6% | +2.1% |
| 3Y | +78.4% | -23.3% | +101.7% | +95.2% |
| 5Y | +33.1% | -22.6% | +55.7% | +42.1% |
| 10Y | +299.9% | +130.2% | +169.7% | +138.9% |
| All | +299.9% | +132.8% | +167.1% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling