-55.8%
FIG vs NSC
+20.4%
-76.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.3% |
| 7D | -16.3% | -5.5% | -10.8% | -17.4% |
| 30D | -14.3% | -3.2% | -11.1% | -15.0% |
| 3M | +7.2% | +7.7% | -0.5% | +8.8% |
| 6M | -18.6% | +4.5% | -23.1% | -17.3% |
| YTD | -35.5% | +15.6% | -51.0% | -36.4% |
| 1Y | -55.8% | +19.8% | -75.6% | -60.1% |
| All | -55.8% | +20.4% | -76.1% | -60.1% |
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