+323.6%
NSC vs FFIV
+214.3%
+109.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.5% | -1.0% | -4.6% | -5.2% |
| 30D | -3.2% | -5.1% | +1.9% | -1.7% |
| 3M | +7.7% | -4.5% | +12.1% | +8.6% |
| 6M | +4.5% | +36.5% | -32.0% | -8.6% |
| YTD | +15.6% | +53.0% | -37.4% | -4.1% |
| 1Y | +19.8% | +24.2% | -4.4% | +7.1% |
| 3Y | +70.1% | +137.2% | -67.1% | +13.6% |
| 5Y | +46.1% | +91.8% | -45.7% | +3.4% |
| All | +323.6% | +214.3% | +109.3% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling