+302.5%
NSC vs FLR
+17.5%
+285.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.3% | -6.4% | +0.5% |
| 7D | -5.4% | +8.5% | -13.9% | -6.6% |
| 30D | +2.9% | -0.7% | +3.6% | +2.9% |
| 3M | -2.2% | -11.7% | +9.5% | -0.6% |
| 6M | +5.3% | +16.2% | -10.9% | +1.6% |
| YTD | +14.8% | +27.0% | -12.2% | +8.2% |
| 1Y | +16.6% | +10.1% | +6.5% | +12.4% |
| 3Y | +78.6% | +46.2% | +32.4% | +58.6% |
| 5Y | +27.2% | +121.4% | -94.2% | +3.0% |
| 10Y | +302.5% | +11.0% | +291.5% | +244.6% |
| All | +302.5% | +17.5% | +285.0% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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