+47.4%
NSC vs FLR
+242.2%
-194.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | -5.5% | +5.4% | -10.9% | -6.2% |
| 30D | -3.2% | +11.4% | -14.6% | -5.0% |
| 3M | +7.7% | +11.4% | -3.7% | +5.3% |
| 6M | +4.5% | +16.6% | -12.1% | +0.9% |
| YTD | +15.6% | +41.7% | -26.1% | +7.7% |
| 1Y | +19.8% | +35.4% | -15.6% | +11.9% |
| 3Y | +70.1% | +57.3% | +12.8% | +47.9% |
| All | +47.4% | +242.2% | -194.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling