+75.8%
NSC vs FLNC
-62.1%
+137.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.9% | -1.1% |
| 7D | -2.0% | -4.2% | +2.1% | -1.9% |
| 30D | -3.2% | -20.0% | +16.8% | -2.5% |
| 3M | +3.9% | -56.9% | +60.8% | +6.8% |
| 6M | +7.8% | -35.5% | +43.3% | +7.5% |
| YTD | +13.4% | -48.8% | +62.2% | +13.4% |
| 1Y | +20.3% | +49.3% | -28.9% | +10.0% |
| All | +75.8% | -62.1% | +137.9% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling