+739.6%
NSC vs FN
+3,620.5%
-2,880.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.1% |
| 7D | -5.5% | -1.7% | -3.8% | -5.3% |
| 30D | -3.2% | -22.0% | +18.8% | -0.4% |
| 3M | +7.7% | -43.0% | +50.7% | +14.8% |
| 6M | +4.5% | -27.7% | +32.3% | +6.2% |
| YTD | +15.6% | -10.5% | +26.1% | +12.7% |
| 1Y | +19.8% | +12.5% | +7.3% | +11.8% |
| 3Y | +70.1% | +153.8% | -83.7% | +31.5% |
| 5Y | +46.1% | +288.0% | -241.9% | +1.8% |
| 10Y | +328.1% | +906.4% | -578.3% | +147.3% |
| All | +739.6% | +3,620.5% | -2,880.9% | +296.3% |
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