+233.0%
NSC vs FND
+76.3%
+156.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.2% | +0.9% |
| 7D | -5.4% | +8.5% | -13.9% | -7.2% |
| 30D | +2.9% | +17.2% | -14.3% | -0.9% |
| 3M | -2.2% | -14.9% | +12.8% | +1.0% |
| 6M | +5.3% | +3.1% | +2.2% | +2.8% |
| YTD | +14.8% | -12.4% | +27.2% | +15.5% |
| 1Y | +16.6% | -10.0% | +26.6% | +16.3% |
| 3Y | +78.6% | -31.3% | +109.9% | +83.0% |
| 5Y | +27.2% | -60.3% | +87.5% | +42.0% |
| All | +233.0% | +76.3% | +156.7% | +140.7% |
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