+32.5%
NSC vs FGI
-74.8%
+107.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -25.2% | +23.6% | -1.4% |
| 7D | +2.5% | -14.4% | +16.9% | +2.6% |
| 30D | +1.7% | -11.8% | +13.5% | +1.8% |
| 3M | -2.6% | -46.2% | +43.7% | -2.2% |
| 6M | +6.4% | +5.2% | +1.2% | +5.8% |
| YTD | +15.5% | +10.5% | +5.0% | +14.5% |
| 1Y | +17.6% | +25.5% | -7.9% | +16.2% |
| 3Y | +75.0% | -16.0% | +91.0% | +73.2% |
| All | +32.5% | -74.8% | +107.3% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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