-79.1%
FIG vs NSC
+21.5%
-100.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.2% |
| 7D | -16.3% | -5.5% | -10.8% | -17.5% |
| 30D | -14.3% | -3.2% | -11.1% | -15.1% |
| 3M | +7.2% | +7.7% | -0.5% | +9.3% |
| 6M | -18.6% | +4.5% | -23.1% | -17.5% |
| YTD | -35.5% | +15.6% | -51.0% | -35.2% |
| 1Y | -55.8% | +19.8% | -75.6% | -56.7% |
| All | -79.1% | +21.5% | -100.6% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling