-3.7%
FISV vs NSC
+24.4%
-28.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.0% |
| 7D | +29.6% | +1.8% | +27.9% | +29.0% |
| 30D | +34.5% | +8.8% | +25.7% | +31.5% |
| 3M | +11.2% | +1.2% | +10.0% | +10.8% |
| 6M | -1.2% | +11.3% | -12.5% | -4.2% |
| YTD | -7.6% | +20.7% | -28.3% | -12.6% |
| 1Y | -3.7% | +23.4% | -27.1% | -10.5% |
| All | -3.7% | +24.4% | -28.1% | -10.5% |
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