+76.9%
NSC vs FFIV
+102.8%
-25.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -3.4% | -4.2% | +0.8% | -2.8% |
| 30D | +3.6% | -33.9% | +37.5% | +10.0% |
| 3M | -1.4% | -22.6% | +21.2% | +1.5% |
| 6M | +6.0% | -10.4% | +16.3% | +5.1% |
| YTD | +15.5% | +24.3% | -8.8% | +4.2% |
| 1Y | +16.2% | +31.8% | -15.6% | +2.8% |
| 3Y | +76.9% | +99.5% | -22.6% | +29.8% |
| All | +76.9% | +102.8% | -25.9% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling