+78.9%
NSC vs FLR
+56.7%
+22.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | -5.5% | +5.4% | -10.9% | -6.1% |
| 30D | -3.2% | +11.4% | -14.6% | -4.7% |
| 3M | +7.7% | +11.4% | -3.7% | +5.7% |
| 6M | +4.5% | +16.6% | -12.1% | +1.4% |
| YTD | +15.6% | +41.7% | -26.1% | +8.4% |
| 1Y | +19.8% | +35.4% | -15.6% | +12.5% |
| All | +78.9% | +56.7% | +22.2% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling