+74.6%
NSC vs FTV
-3.2%
+77.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -5.5% | -4.5% | -1.0% | -3.4% |
| 30D | -3.2% | -7.1% | +3.8% | +0.2% |
| 3M | +7.7% | -7.2% | +14.8% | +11.1% |
| 6M | +4.5% | -1.5% | +6.0% | +4.3% |
| YTD | +15.6% | +3.5% | +12.1% | +11.4% |
| 1Y | +19.8% | +20.3% | -0.5% | +5.4% |
| All | +74.6% | -3.2% | +77.7% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling