-28.9%
FICO vs NSC
+77.7%
-106.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | +2.2% | +2.5% | -0.3% | +1.3% |
| 30D | +0.1% | +1.7% | -1.6% | -0.8% |
| 3M | -35.2% | -2.6% | -32.6% | -34.7% |
| 6M | -32.4% | +6.4% | -38.8% | -34.4% |
| YTD | -57.4% | +15.5% | -72.9% | -60.2% |
| 1Y | -58.5% | +17.6% | -76.1% | -61.5% |
| 3Y | -28.9% | +75.0% | -103.8% | -40.8% |
| All | -28.9% | +77.7% | -106.6% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling