+326.9%
NSC vs FTV
+77.3%
+249.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -1.9% | -8.3% | +6.4% | +3.3% |
| 3M | +6.2% | -7.4% | +13.6% | +10.6% |
| 6M | +9.2% | -1.2% | +10.4% | +8.7% |
| YTD | +15.0% | +2.7% | +12.3% | +10.8% |
| 1Y | +21.1% | +18.4% | +2.6% | +6.0% |
| 3Y | +78.6% | -2.0% | +80.6% | +73.7% |
| 5Y | +45.9% | +3.4% | +42.5% | +33.8% |
| 10Y | +326.9% | +78.5% | +248.4% | +169.3% |
| All | +326.9% | +77.3% | +249.5% | +169.3% |
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