+295.3%
NSC vs FN
+738.2%
-442.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.7% | -14.1% | -4.0% |
| 7D | -6.2% | 0.0% | -6.2% | -6.6% |
| 30D | +2.6% | -34.3% | +36.9% | +7.8% |
| 3M | -5.8% | -39.9% | +34.0% | -0.5% |
| 6M | +2.1% | -51.8% | +53.9% | +10.0% |
| YTD | +12.7% | -28.1% | +40.8% | +11.4% |
| 1Y | +15.9% | -29.1% | +45.0% | +14.1% |
| 3Y | +74.0% | +102.4% | -28.4% | +29.6% |
| 5Y | +25.2% | +171.7% | -146.5% | -16.5% |
| All | +295.3% | +738.2% | -442.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling