-62.0%
FISV vs NSC
+19.9%
-81.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.4% | +5.7% |
| 7D | -2.7% | -2.8% | +0.1% | -1.9% |
| 30D | 0.0% | -4.5% | +4.6% | +1.4% |
| 3M | -2.8% | +3.5% | -6.3% | -3.8% |
| 6M | -11.8% | +8.5% | -20.4% | -14.8% |
| YTD | -23.2% | +12.3% | -35.6% | -27.2% |
| 1Y | -62.0% | +18.9% | -80.9% | -64.2% |
| All | -62.0% | +19.9% | -81.9% | -64.2% |
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 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