+295.3%
NSC vs FTV
+107.8%
+187.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -6.2% | +0.2% | -6.5% | -6.4% |
| 30D | +2.6% | +15.7% | -13.1% | -6.2% |
| 3M | -5.8% | +7.5% | -13.3% | -10.2% |
| 6M | +2.1% | +8.5% | -6.4% | -3.7% |
| YTD | +12.7% | +18.8% | -6.1% | -0.9% |
| 1Y | +15.9% | +28.5% | -12.7% | -3.2% |
| 3Y | +74.0% | +34.0% | +40.1% | +38.8% |
| 5Y | +25.2% | +12.6% | +12.6% | +9.5% |
| All | +295.3% | +107.8% | +187.4% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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