+3,828.7%
NSC vs FLR
+603.8%
+3,224.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.1% |
| 7D | -5.5% | +5.4% | -10.9% | -6.9% |
| 30D | -3.2% | +11.4% | -14.6% | -6.6% |
| 3M | +7.7% | +11.4% | -3.7% | +3.2% |
| 6M | +4.5% | +16.6% | -12.1% | -2.1% |
| YTD | +15.6% | +41.7% | -26.1% | +2.3% |
| 1Y | +19.8% | +35.4% | -15.6% | +6.5% |
| 3Y | +70.1% | +57.3% | +12.8% | +37.2% |
| 5Y | +46.1% | +241.0% | -194.9% | -9.8% |
| 10Y | +328.1% | +16.6% | +311.4% | +193.2% |
| All | +3,828.7% | +603.8% | +3,224.9% | +1,321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling