+10.2%
NSC vs FRMI
-78.0%
+88.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -1.4% |
| 7D | -2.0% | +15.9% | -18.0% | -2.0% |
| 30D | -3.2% | -6.0% | +2.8% | -3.2% |
| 3M | +3.9% | -1.6% | +5.5% | +3.8% |
| 6M | +7.8% | -30.7% | +38.5% | +7.4% |
| YTD | +13.4% | -30.9% | +44.3% | +13.5% |
| All | +10.2% | -78.0% | +88.1% | +6.6% |
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