+1,667.8%
NSC vs FFIV
+5,982.7%
-4,315.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.1% | -3.6% |
| 7D | -3.8% | -14.2% | +10.4% | -1.9% |
| 30D | +4.1% | -33.6% | +37.7% | +9.2% |
| 3M | -3.3% | -24.2% | +20.9% | -0.4% |
| 6M | +5.9% | -8.3% | +14.2% | +6.2% |
| YTD | +15.5% | +22.1% | -6.6% | +11.1% |
| 1Y | +19.3% | +26.5% | -7.1% | +14.2% |
| 3Y | +79.0% | +102.3% | -23.3% | +60.5% |
| 5Y | +28.3% | +40.6% | -12.3% | +19.7% |
| 10Y | +336.8% | +129.7% | +207.2% | +281.6% |
| All | +1,667.8% | +5,982.7% | -4,315.0% | +1,157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling