+19.8%
NSC vs FND
-36.4%
+56.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -5.5% | -5.2% | -0.3% | -5.0% |
| 30D | -3.2% | -19.9% | +16.7% | -1.3% |
| 3M | +7.7% | +2.7% | +5.0% | +6.9% |
| 6M | +4.5% | -21.7% | +26.2% | +7.3% |
| YTD | +15.6% | -17.5% | +33.1% | +18.7% |
| 1Y | +19.8% | -39.3% | +59.1% | +21.8% |
| All | +19.8% | -36.4% | +56.2% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling