+602.8%
FICO vs NSC
+326.8%
+275.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -15.4% | -1.5% | -13.9% | -14.8% |
| 30D | -10.4% | -1.9% | -8.5% | -9.4% |
| 3M | -22.7% | +6.2% | -28.9% | -25.5% |
| 6M | -36.8% | +9.2% | -45.9% | -40.3% |
| YTD | -44.8% | +15.0% | -59.8% | -49.6% |
| 1Y | -39.3% | +21.1% | -60.4% | -46.3% |
| 3Y | +3.7% | +78.6% | -74.9% | -29.8% |
| 5Y | +101.7% | +45.9% | +55.8% | +52.0% |
| 10Y | +602.8% | +326.9% | +275.9% | +203.7% |
| All | +602.8% | +326.8% | +275.9% | +203.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling