+75.0%
NSC vs FLR
+35.7%
+39.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +2.5% | +5.4% | -2.9% | +1.9% |
| 30D | +1.7% | +2.8% | -1.1% | +1.3% |
| 3M | -2.6% | -6.4% | +3.9% | -2.1% |
| 6M | +6.4% | +8.8% | -2.3% | +4.3% |
| YTD | +15.5% | +23.6% | -8.1% | +10.1% |
| 1Y | +17.6% | +13.8% | +3.8% | +13.4% |
| 3Y | +75.0% | +36.5% | +38.5% | +52.5% |
| All | +75.0% | +35.7% | +39.3% | +52.5% |
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