+602.0%
FICO vs NSC
+328.8%
+273.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.5% | -17.2% | -17.0% |
| 7D | -19.2% | -5.5% | -13.7% | -16.6% |
| 30D | -14.6% | -3.2% | -11.4% | -13.0% |
| 3M | -20.1% | +7.7% | -27.8% | -23.7% |
| 6M | -36.3% | +4.5% | -40.8% | -38.4% |
| YTD | -44.9% | +15.6% | -60.4% | -49.8% |
| 1Y | -38.6% | +19.8% | -58.5% | -45.3% |
| 3Y | +4.0% | +70.1% | -66.1% | -27.5% |
| 5Y | +99.5% | +46.1% | +53.4% | +50.2% |
| All | +602.0% | +328.8% | +273.2% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling