+777.1%
NSC vs FN
+3,020.0%
-2,242.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.7% |
| 7D | +1.8% | -7.0% | +8.8% | +2.5% |
| 30D | +8.8% | -24.7% | +33.5% | +12.3% |
| 3M | +1.2% | -35.7% | +36.9% | +6.0% |
| 6M | +11.3% | -52.4% | +63.7% | +20.0% |
| YTD | +20.7% | -25.0% | +45.7% | +19.5% |
| 1Y | +23.4% | -25.7% | +49.1% | +21.6% |
| 3Y | +87.1% | +110.2% | -23.1% | +47.3% |
| 5Y | +33.8% | +192.3% | -158.5% | -3.3% |
| 10Y | +356.6% | +812.3% | -455.7% | +165.6% |
| All | +777.1% | +3,020.0% | -2,242.9% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling