-57.9%
FICO vs NSC
+16.2%
-74.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.4% |
| 7D | -0.9% | -6.6% | +5.7% | +1.0% |
| 30D | +3.3% | +2.2% | +1.2% | +2.1% |
| 3M | -31.7% | -6.2% | -25.5% | -30.7% |
| 6M | -34.0% | +1.7% | -35.7% | -35.3% |
| YTD | -58.3% | +12.2% | -70.6% | -61.5% |
| 1Y | -57.9% | +15.4% | -73.3% | -63.2% |
| All | -57.9% | +16.2% | -74.1% | -63.2% |
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