+336.3%
NSC vs FIVN
+253.7%
+82.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -17.6% | +15.2% | -0.7% |
| 7D | -6.2% | -22.6% | +16.4% | -4.0% |
| 30D | +2.6% | -16.8% | +19.3% | +4.1% |
| 3M | -5.8% | -0.9% | -4.9% | -6.6% |
| 6M | +2.1% | +28.4% | -26.3% | -2.0% |
| YTD | +12.7% | +40.2% | -27.6% | +5.9% |
| 1Y | +15.9% | +30.5% | -14.7% | +9.6% |
| 3Y | +74.0% | -56.2% | +130.3% | +81.4% |
| 5Y | +25.2% | -81.0% | +106.2% | +37.1% |
| 10Y | +326.2% | +105.3% | +221.0% | +257.1% |
| All | +336.3% | +253.7% | +82.6% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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