-59.8%
FISV vs NSC
+75.0%
-134.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.2% | -1.4% | -5.8% | -6.8% |
| 30D | -7.2% | -3.4% | -3.8% | -6.2% |
| 3M | -8.2% | +5.1% | -13.2% | -9.6% |
| 6M | -17.7% | +9.2% | -26.9% | -20.2% |
| YTD | -27.2% | +13.4% | -40.6% | -30.3% |
| 1Y | -63.0% | +20.8% | -83.8% | -65.2% |
| All | -59.8% | +75.0% | -134.8% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling