+1,876.1%
NSC vs FE
+566.1%
+1,310.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.2% | -4.3% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | +4.1% | +6.4% | -2.3% | +1.6% |
| 3M | -3.3% | -0.5% | -2.8% | -3.2% |
| 6M | +5.9% | +4.7% | +1.1% | +3.8% |
| YTD | +15.5% | +8.4% | +7.1% | +11.6% |
| 1Y | +19.3% | +7.2% | +12.1% | +15.7% |
| 3Y | +79.0% | +44.9% | +34.1% | +52.7% |
| 5Y | +28.3% | +46.3% | -18.0% | +7.9% |
| 10Y | +336.8% | +110.3% | +226.6% | +206.5% |
| All | +1,876.1% | +566.1% | +1,310.0% | +748.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling