+22.5%
NSC vs FLNC
-69.8%
+92.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.9% | -1.0% |
| 7D | -2.0% | -4.2% | +2.1% | -1.9% |
| 30D | -3.2% | -20.0% | +16.8% | -2.3% |
| 3M | +3.9% | -56.9% | +60.8% | +7.6% |
| 6M | +7.8% | -35.5% | +43.3% | +7.6% |
| YTD | +13.4% | -48.8% | +62.2% | +13.7% |
| 1Y | +20.3% | +49.3% | -28.9% | +10.2% |
| 3Y | +76.1% | -61.8% | +137.9% | +66.0% |
| All | +22.5% | -69.8% | +92.3% | +11.8% |
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