+47.4%
NSC vs FFIV
+91.3%
-43.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.5% | -1.0% | -4.6% | -5.3% |
| 30D | -3.2% | -5.1% | +1.9% | -2.0% |
| 3M | +7.7% | -4.5% | +12.1% | +8.4% |
| 6M | +4.5% | +36.5% | -32.0% | -5.7% |
| YTD | +15.6% | +53.0% | -37.4% | -0.1% |
| 1Y | +19.8% | +24.2% | -4.4% | +10.3% |
| 3Y | +70.1% | +137.2% | -67.1% | +22.7% |
| All | +47.4% | +91.3% | -43.8% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling