+225.7%
NSC vs FND
+69.4%
+156.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -6.6% | +7.7% | -14.3% | -8.3% |
| 30D | +2.2% | +11.9% | -9.7% | -0.7% |
| 3M | -6.2% | -14.6% | +8.4% | -3.4% |
| 6M | +1.7% | +0.5% | +1.2% | -0.1% |
| YTD | +12.2% | -15.8% | +28.1% | +14.0% |
| 1Y | +15.4% | -12.9% | +28.3% | +16.0% |
| 3Y | +73.3% | -34.2% | +107.5% | +79.3% |
| 5Y | +24.7% | -61.6% | +86.2% | +40.1% |
| All | +225.7% | +69.4% | +156.3% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling