+84.4%
FICO vs NSC
+31.3%
+53.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.1% |
| 7D | +2.2% | +2.5% | -0.3% | +1.0% |
| 30D | +0.1% | +1.7% | -1.6% | -1.0% |
| 3M | -35.2% | -2.6% | -32.6% | -34.6% |
| 6M | -32.4% | +6.4% | -38.8% | -34.9% |
| YTD | -57.4% | +15.5% | -72.9% | -60.8% |
| 1Y | -58.5% | +17.6% | -76.1% | -62.2% |
| 3Y | -28.9% | +75.0% | -103.8% | -49.5% |
| All | +84.4% | +31.3% | +53.1% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling