+3,826.6%
NSC vs FLR
+532.1%
+3,294.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.4% | +5.1% | -8.5% | -4.7% |
| 30D | +3.6% | -0.5% | +4.1% | +3.4% |
| 3M | -1.4% | -3.5% | +2.1% | -1.2% |
| 6M | +6.0% | +16.5% | -10.5% | -0.3% |
| YTD | +15.5% | +27.3% | -11.8% | +4.6% |
| 1Y | +16.2% | +10.6% | +5.6% | +9.0% |
| 3Y | +76.9% | +39.4% | +37.6% | +47.0% |
| 5Y | +29.3% | +126.4% | -97.1% | -10.2% |
| 10Y | +298.3% | +8.4% | +289.9% | +177.6% |
| All | +3,826.6% | +532.1% | +3,294.4% | +1,353.6% |
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 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