+32.6%
NSC vs FGI
-70.4%
+103.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.5% |
| 7D | -5.5% | +0.5% | -6.1% | -5.5% |
| 30D | -3.2% | +65.4% | -68.6% | -3.9% |
| 3M | +7.7% | +23.5% | -15.8% | +7.0% |
| 6M | +4.5% | +60.5% | -56.0% | +3.4% |
| YTD | +15.6% | +30.0% | -14.4% | +14.5% |
| 1Y | +19.8% | +82.1% | -62.2% | +17.4% |
| 3Y | +70.1% | -4.4% | +74.5% | +68.4% |
| All | +32.6% | -70.4% | +103.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling