+2.0%
FISV vs NSC
+332.1%
-330.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.4% | +5.8% |
| 7D | -2.7% | -2.8% | +0.1% | -1.4% |
| 30D | 0.0% | -4.5% | +4.6% | +2.2% |
| 3M | -2.8% | +3.5% | -6.3% | -4.5% |
| 6M | -11.8% | +8.5% | -20.4% | -15.7% |
| YTD | -23.2% | +12.3% | -35.6% | -27.9% |
| 1Y | -62.0% | +18.9% | -80.9% | -65.3% |
| 3Y | -57.6% | +74.1% | -131.7% | -68.8% |
| 5Y | -53.4% | +43.9% | -97.3% | -63.1% |
| All | +2.0% | +332.1% | -330.1% | -45.7% |
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