+2,654.1%
NSC vs FTI
+1,702.1%
+952.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -6.0% | -3.8% |
| 7D | -6.6% | -7.6% | +1.0% | -4.5% |
| 30D | +2.2% | -7.1% | +9.3% | +4.0% |
| 3M | -6.2% | -8.7% | +2.5% | -4.3% |
| 6M | +1.7% | -14.0% | +15.7% | +5.1% |
| YTD | +12.2% | +42.8% | -30.6% | -1.1% |
| 1Y | +15.4% | +50.4% | -35.0% | +0.1% |
| 3Y | +73.3% | +194.1% | -120.8% | +17.9% |
| 5Y | +24.7% | +775.2% | -750.5% | -43.9% |
| 10Y | +324.5% | +189.2% | +135.3% | +129.0% |
| All | +2,654.1% | +1,702.1% | +952.0% | +542.4% |
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