+2,736.0%
NSC vs FTI
+2,165.1%
+570.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -5.5% | +5.3% | -10.8% | -7.0% |
| 30D | -3.2% | +15.3% | -18.5% | -7.4% |
| 3M | +7.7% | +15.8% | -8.1% | +2.5% |
| 6M | +4.5% | +22.6% | -18.1% | -2.7% |
| YTD | +15.6% | +79.5% | -64.0% | -4.3% |
| 1Y | +19.8% | +102.0% | -82.2% | -4.8% |
| 3Y | +70.1% | +315.8% | -245.7% | +4.3% |
| 5Y | +46.1% | +1,129.5% | -1,083.4% | -41.0% |
| 10Y | +328.1% | +320.9% | +7.1% | +105.3% |
| All | +2,736.0% | +2,165.1% | +570.9% | +521.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling