-56.4%
FICO vs NSC
+24.4%
-80.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.5% |
| 7D | +0.4% | +1.8% | -1.4% | -0.2% |
| 30D | +1.7% | +8.8% | -7.2% | -1.2% |
| 3M | -33.0% | +1.2% | -34.3% | -33.4% |
| 6M | -33.9% | +11.3% | -45.2% | -37.0% |
| YTD | -58.5% | +20.7% | -79.2% | -62.4% |
| 1Y | -56.4% | +23.4% | -79.8% | -62.0% |
| All | -56.4% | +24.4% | -80.7% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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