+309.6%
NSC vs FN
+753.0%
-443.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.7% | -14.5% | -4.4% |
| 7D | -6.6% | 0.0% | -6.6% | -7.0% |
| 30D | +2.2% | -34.3% | +36.5% | +7.4% |
| 3M | -6.2% | -39.9% | +33.7% | -0.9% |
| 6M | +1.7% | -51.8% | +53.5% | +9.6% |
| YTD | +12.2% | -28.1% | +40.4% | +10.9% |
| 1Y | +15.4% | -29.1% | +44.5% | +13.6% |
| 3Y | +73.3% | +102.4% | -29.1% | +29.2% |
| 5Y | +24.7% | +171.7% | -147.0% | -16.7% |
| All | +309.6% | +753.0% | -443.4% | +107.0% |
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