+369.7%
NSC vs FTV
+119.0%
+250.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | -6.6% | +0.2% | -6.8% | -6.7% |
| 30D | +2.2% | +15.7% | -13.5% | -6.5% |
| 3M | -6.2% | +7.5% | -13.7% | -10.5% |
| 6M | +1.7% | +8.5% | -6.8% | -4.0% |
| YTD | +12.2% | +18.8% | -6.6% | -1.2% |
| 1Y | +15.4% | +28.5% | -13.1% | -3.4% |
| 3Y | +73.3% | +34.0% | +39.3% | +38.7% |
| 5Y | +24.7% | +12.6% | +12.1% | +9.3% |
| 10Y | +324.5% | +111.4% | +213.1% | +147.4% |
| All | +369.7% | +119.0% | +250.7% | +169.5% |
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