+73.3%
NSC vs FDS
-23.2%
+96.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.4% |
| 7D | -6.6% | -0.5% | -6.1% | -6.6% |
| 30D | +2.2% | +20.2% | -18.1% | +0.1% |
| 3M | -6.2% | +19.9% | -26.1% | -8.2% |
| 6M | +1.7% | +56.2% | -54.5% | -4.5% |
| YTD | +12.2% | +14.6% | -2.3% | +12.8% |
| 1Y | +15.4% | +31.6% | -16.2% | +10.6% |
| 3Y | +73.3% | -23.8% | +97.2% | +102.4% |
| All | +73.3% | -23.2% | +96.5% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling