+302.5%
NSC vs FTV
+113.3%
+189.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.2% |
| 7D | -5.4% | +0.4% | -5.7% | -5.6% |
| 30D | +2.9% | +17.2% | -14.2% | -6.6% |
| 3M | -2.2% | +8.9% | -11.0% | -7.4% |
| 6M | +5.3% | +11.3% | -6.0% | -2.2% |
| YTD | +14.8% | +21.9% | -7.2% | -0.7% |
| 1Y | +16.6% | +31.6% | -15.0% | -4.0% |
| 3Y | +78.6% | +38.1% | +40.5% | +39.9% |
| 5Y | +27.2% | +15.7% | +11.5% | +9.5% |
| 10Y | +302.5% | +107.5% | +195.1% | +130.8% |
| All | +302.5% | +113.3% | +189.2% | +130.8% |
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