+383.7%
NSC vs FTV
+90.8%
+292.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | -5.5% | -4.5% | -1.0% | -2.9% |
| 30D | -3.2% | -7.1% | +3.8% | +1.0% |
| 3M | +7.7% | -7.2% | +14.8% | +11.9% |
| 6M | +4.5% | -1.5% | +6.0% | +4.3% |
| YTD | +15.6% | +3.5% | +12.1% | +10.9% |
| 1Y | +19.8% | +20.3% | -0.5% | +4.1% |
| 3Y | +70.1% | -3.1% | +73.2% | +66.8% |
| 5Y | +46.1% | +2.3% | +43.8% | +35.2% |
| 10Y | +328.1% | +76.3% | +251.8% | +175.9% |
| All | +383.7% | +90.8% | +292.9% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling