+13.1%
NSC vs FRMI
-92.8%
+105.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +17.5% | -16.7% | +0.8% |
| 7D | -3.5% | -0.5% | -3.0% | -3.6% |
| 30D | +3.9% | -44.3% | +48.3% | +3.7% |
| 3M | -0.8% | -74.6% | +73.8% | -1.3% |
| 6M | +7.1% | -66.3% | +73.4% | +6.6% |
| YTD | +16.4% | -77.4% | +93.8% | +16.0% |
| 1Y | +16.9% | -91.7% | +108.6% | +13.8% |
| All | +13.1% | -92.8% | +105.9% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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