-52.4%
FIS vs NSC
+296.2%
-348.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.9% |
| 7D | +2.8% | +2.5% | +0.3% | +1.6% |
| 30D | -16.7% | +1.7% | -18.4% | -17.5% |
| 3M | -32.3% | -2.6% | -29.7% | -31.7% |
| 6M | -29.1% | +6.4% | -35.5% | -31.6% |
| YTD | -54.1% | +15.5% | -69.6% | -57.8% |
| 1Y | -53.7% | +17.6% | -71.3% | -57.8% |
| 3Y | -38.8% | +75.0% | -113.8% | -55.6% |
| 5Y | -71.1% | +32.2% | -103.3% | -76.2% |
| All | -52.4% | +296.2% | -348.6% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling