-24.1%
FICO vs NSC
+74.1%
-98.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.6% |
| 7D | -0.9% | -6.6% | +5.7% | +1.5% |
| 30D | +3.3% | +2.2% | +1.2% | +2.3% |
| 3M | -31.7% | -6.2% | -25.5% | -30.3% |
| 6M | -34.0% | +1.7% | -35.7% | -34.9% |
| YTD | -58.3% | +12.2% | -70.6% | -60.6% |
| 1Y | -57.9% | +15.4% | -73.3% | -60.7% |
| 3Y | -24.1% | +73.3% | -97.4% | -38.3% |
| All | -24.1% | +74.1% | -98.1% | -38.3% |
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