+2,226.2%
NSC vs FDS
+10,448.9%
-8,222.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +1.6% | -2.6% | +4.2% | +2.4% |
| 30D | +4.2% | +14.1% | -9.9% | 0.0% |
| 3M | -0.2% | +19.8% | -20.0% | -6.2% |
| 6M | +7.6% | +55.0% | -47.4% | -7.8% |
| YTD | +17.4% | +15.9% | +1.5% | +8.1% |
| 1Y | +18.3% | +24.2% | -5.9% | +6.3% |
| 3Y | +79.8% | -24.0% | +103.8% | +86.4% |
| 5Y | +34.3% | -23.3% | +57.7% | +37.7% |
| 10Y | +303.1% | +128.0% | +175.0% | +196.1% |
| All | +2,226.2% | +10,448.9% | -8,222.7% | +783.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling