-52.0%
FIG vs NSC
+16.6%
-68.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.6% |
| 7D | +3.4% | +2.5% | +0.9% | +3.7% |
| 30D | -9.5% | +1.7% | -11.1% | -8.3% |
| 3M | -26.2% | -2.6% | -23.6% | -26.5% |
| 6M | +2.7% | +6.4% | -3.7% | +5.6% |
| YTD | -48.0% | +15.5% | -63.4% | -45.2% |
| 1Y | -52.0% | +17.6% | -69.6% | -50.7% |
| All | -52.0% | +16.6% | -68.6% | -50.7% |
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