+1,877.3%
NSC vs FE
+561.4%
+1,315.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -5.5% | +1.9% | -7.5% | -6.2% |
| 30D | -3.2% | -1.2% | -2.0% | -2.9% |
| 3M | +7.7% | +3.5% | +4.2% | +6.1% |
| 6M | +4.5% | -6.1% | +10.6% | +6.8% |
| YTD | +15.6% | +7.6% | +8.0% | +12.0% |
| 1Y | +19.8% | +11.9% | +7.9% | +14.2% |
| 3Y | +70.1% | +48.4% | +21.7% | +43.6% |
| 5Y | +46.1% | +44.8% | +1.3% | +23.4% |
| 10Y | +328.1% | +115.9% | +212.2% | +197.0% |
| All | +1,877.3% | +561.4% | +1,315.9% | +751.6% |
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