+47.4%
NSC vs FN
+289.0%
-241.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.2% |
| 7D | -5.5% | -1.7% | -3.8% | -5.4% |
| 30D | -3.2% | -22.0% | +18.8% | -1.6% |
| 3M | +7.7% | -43.0% | +50.7% | +12.0% |
| 6M | +4.5% | -27.7% | +32.3% | +5.5% |
| YTD | +15.6% | -10.5% | +26.1% | +13.4% |
| 1Y | +19.8% | +12.5% | +7.3% | +13.8% |
| 3Y | +70.1% | +153.8% | -83.7% | +37.9% |
| All | +47.4% | +289.0% | -241.6% | +7.5% |
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 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