+233.8%
NSC vs FND
+58.4%
+175.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.6% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -1.9% | -23.6% | +21.6% | +4.1% |
| 3M | +6.2% | +4.3% | +1.9% | +4.1% |
| 6M | +9.2% | -20.3% | +29.5% | +13.1% |
| YTD | +15.0% | -21.3% | +36.3% | +19.0% |
| 1Y | +21.1% | -45.4% | +66.5% | +36.0% |
| 3Y | +78.6% | -48.9% | +127.5% | +96.6% |
| 5Y | +45.9% | -61.0% | +106.9% | +63.2% |
| All | +233.8% | +58.4% | +175.4% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling