+15.4%
NSC vs FE
+6.2%
+9.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | +2.2% | +5.2% | -3.0% | +0.7% |
| 3M | -6.2% | 0.0% | -6.2% | -6.2% |
| 6M | +1.7% | +5.0% | -3.4% | +0.3% |
| YTD | +12.2% | +7.9% | +4.3% | +11.5% |
| 1Y | +15.4% | +6.3% | +9.1% | +14.6% |
| All | +15.4% | +6.2% | +9.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling