+19.3%
NSC vs FGI
+51.0%
-31.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -3.8% | -11.6% | +7.8% | -3.7% |
| 30D | +4.1% | -3.3% | +7.4% | +4.1% |
| 3M | -3.3% | +65.6% | -68.8% | -3.6% |
| 6M | +5.9% | -2.8% | +8.7% | +5.6% |
| YTD | +15.5% | +30.1% | -14.6% | +15.6% |
| 1Y | +19.3% | +50.2% | -30.8% | +17.4% |
| All | +19.3% | +51.0% | -31.6% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling