+335.7%
NSC vs FLR
+17.1%
+318.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | -2.0% | -3.1% | +1.1% | -1.6% |
| 30D | -3.2% | +4.9% | -8.1% | -4.0% |
| 3M | +3.9% | +10.8% | -6.9% | +1.5% |
| 6M | +7.8% | +19.7% | -11.9% | +3.2% |
| YTD | +13.4% | +38.4% | -24.9% | +5.7% |
| 1Y | +20.3% | +34.7% | -14.4% | +12.1% |
| 3Y | +76.1% | +56.7% | +19.4% | +54.9% |
| 5Y | +45.0% | +241.6% | -196.6% | +9.3% |
| 10Y | +335.7% | +20.2% | +315.5% | +261.6% |
| All | +335.7% | +17.1% | +318.6% | +261.6% |
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