+326.9%
NSC vs FTI
+304.2%
+22.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -1.9% | +12.3% | -14.3% | -4.7% |
| 3M | +6.2% | +13.8% | -7.5% | +2.6% |
| 6M | +9.2% | +24.3% | -15.1% | +2.8% |
| YTD | +15.0% | +75.8% | -60.7% | -0.5% |
| 1Y | +21.1% | +99.6% | -78.5% | +1.1% |
| 3Y | +78.6% | +278.4% | -199.8% | +23.9% |
| 5Y | +45.9% | +1,168.7% | -1,122.8% | -30.2% |
| 10Y | +326.9% | +297.5% | +29.3% | +126.1% |
| All | +326.9% | +304.2% | +22.6% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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