+21.1%
NSC vs FTV
+19.1%
+1.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -1.9% | -8.3% | +6.4% | +0.5% |
| 3M | +6.2% | -7.4% | +13.6% | +8.3% |
| 6M | +9.2% | -1.2% | +10.4% | +8.9% |
| YTD | +15.0% | +2.7% | +12.3% | +12.4% |
| 1Y | +21.1% | +18.4% | +2.6% | +14.6% |
| All | +21.1% | +19.1% | +1.9% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling