+21.3%
NSC vs FLNC
-70.4%
+91.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.1% |
| 7D | -2.8% | -4.1% | +1.3% | -2.6% |
| 30D | -4.5% | -24.8% | +20.3% | -3.3% |
| 3M | +3.5% | -59.1% | +62.6% | +7.5% |
| 6M | +8.5% | -42.0% | +50.5% | +9.0% |
| YTD | +12.3% | -49.8% | +62.1% | +12.7% |
| 1Y | +18.9% | +43.1% | -24.1% | +9.2% |
| 3Y | +74.1% | -61.0% | +135.1% | +63.8% |
| All | +21.3% | -70.4% | +91.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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