+17.6%
NSC vs FFIV
+28.7%
-11.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +1.7% | -32.4% | +34.1% | +1.0% |
| 3M | -2.6% | -25.7% | +23.1% | -2.8% |
| 6M | +6.4% | -13.5% | +19.9% | +6.3% |
| YTD | +15.5% | +21.1% | -5.6% | +14.0% |
| 1Y | +17.6% | +29.4% | -11.8% | +15.6% |
| All | +17.6% | +28.7% | -11.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling