+12.2%
NSC vs FRMI
-93.9%
+106.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.9% | +0.6% |
| 7D | -3.4% | -24.3% | +20.9% | -3.5% |
| 30D | +3.6% | -55.1% | +58.7% | +3.3% |
| 3M | -1.4% | -73.8% | +72.4% | -1.8% |
| 6M | +6.0% | -70.6% | +76.5% | +5.4% |
| YTD | +15.5% | -80.8% | +96.3% | +15.1% |
| 1Y | +16.2% | -93.9% | +110.1% | +12.6% |
| All | +12.2% | -93.9% | +106.1% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling