+24.8%
NSC vs FLNC
-69.1%
+93.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -5.5% | -4.9% | -0.6% | -5.3% |
| 30D | -3.2% | -27.3% | +24.1% | -1.8% |
| 3M | +7.7% | -61.9% | +69.6% | +12.1% |
| 6M | +4.5% | -34.5% | +39.0% | +4.3% |
| YTD | +15.6% | -47.7% | +63.2% | +15.8% |
| 1Y | +19.8% | +53.3% | -33.5% | +9.5% |
| 3Y | +70.1% | -62.4% | +132.5% | +60.6% |
| All | +24.8% | -69.1% | +93.9% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling