+329.1%
NSC vs FDS
+87.3%
+241.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.8% |
| 7D | -5.5% | -1.9% | -3.6% | -4.9% |
| 30D | -3.2% | +9.0% | -12.2% | -6.6% |
| 3M | +7.7% | +18.9% | -11.2% | -0.6% |
| 6M | +4.5% | +35.1% | -30.6% | -10.2% |
| YTD | +15.6% | +5.5% | +10.1% | +9.8% |
| 1Y | +19.8% | -16.8% | +36.7% | +26.3% |
| 3Y | +70.1% | -28.1% | +98.2% | +90.3% |
| 5Y | +46.1% | -17.4% | +63.5% | +48.1% |
| All | +329.1% | +87.3% | +241.8% | +174.5% |
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