-80.9%
FIG vs NSC
+19.2%
-100.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -3.6% |
| 7D | -14.5% | -2.0% | -12.4% | -14.9% |
| 30D | -13.3% | -3.2% | -10.1% | -14.1% |
| 3M | +7.4% | +3.9% | +3.5% | +8.6% |
| 6M | -27.8% | +7.8% | -35.6% | -27.5% |
| YTD | -41.1% | +13.4% | -54.5% | -41.1% |
| 1Y | -58.7% | +20.3% | -79.0% | -58.8% |
| All | -80.9% | +19.2% | -100.1% | -81.2% |
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