+32.3%
NSC vs FLNC
-87.7%
+120.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | +2.5% | -11.2% | +13.7% | +3.0% |
| 30D | +1.7% | -24.6% | +26.3% | +2.8% |
| 3M | -2.6% | -64.6% | +62.0% | +1.8% |
| 6M | +6.4% | -78.8% | +85.2% | +12.8% |
| YTD | +15.5% | -76.3% | +91.8% | +19.6% |
| 1Y | +17.6% | -71.2% | +88.8% | +19.7% |
| 3Y | +75.0% | -71.9% | +146.9% | +65.1% |
| All | +32.3% | -87.7% | +120.0% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling