+24.4%
NSC vs FDS
-22.8%
+47.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.1% |
| 7D | -6.6% | -0.5% | -6.1% | -6.5% |
| 30D | +2.2% | +20.2% | -18.1% | -1.6% |
| 3M | -6.2% | +19.9% | -26.1% | -10.0% |
| 6M | +1.7% | +56.2% | -54.5% | -9.4% |
| YTD | +12.2% | +14.6% | -2.3% | +9.1% |
| 1Y | +15.4% | +31.6% | -16.2% | +6.0% |
| 3Y | +73.3% | -23.8% | +97.2% | +96.0% |
| All | +24.4% | -22.8% | +47.1% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling