+24.4%
NSC vs FN
+170.4%
-146.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.7% | -14.5% | -3.7% |
| 7D | -6.6% | 0.0% | -6.6% | -6.8% |
| 30D | +2.2% | -34.3% | +36.5% | +5.1% |
| 3M | -6.2% | -39.9% | +33.7% | -3.1% |
| 6M | +1.7% | -51.8% | +53.5% | +6.3% |
| YTD | +12.2% | -28.1% | +40.4% | +11.2% |
| 1Y | +15.4% | -29.1% | +44.5% | +14.1% |
| 3Y | +73.3% | +102.4% | -29.1% | +40.5% |
| All | +24.4% | +170.4% | -146.0% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling