+321.5%
NSC vs FN
+663.9%
-342.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.2% | +9.9% | -2.4% |
| 7D | -3.8% | -16.0% | +12.2% | -1.8% |
| 30D | +4.1% | -40.1% | +44.2% | +10.9% |
| 3M | -3.3% | -43.9% | +40.6% | +3.3% |
| 6M | +5.9% | -55.6% | +61.5% | +15.4% |
| YTD | +15.5% | -35.7% | +51.1% | +16.0% |
| 1Y | +19.3% | -39.8% | +59.2% | +20.5% |
| 3Y | +79.0% | +80.3% | -1.2% | +35.8% |
| 5Y | +28.3% | +143.3% | -115.0% | -12.9% |
| All | +321.5% | +663.9% | -342.4% | +116.5% |
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