+10,209.8%
FISV vs NSC
+5,636.1%
+4,573.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.8% |
| 7D | -6.4% | -2.0% | -4.4% | -5.7% |
| 30D | -6.8% | -3.2% | -3.6% | -5.8% |
| 3M | -10.0% | +3.9% | -13.9% | -11.3% |
| 6M | -20.6% | +7.8% | -28.4% | -23.1% |
| YTD | -27.6% | +13.4% | -41.0% | -31.2% |
| 1Y | -64.3% | +20.3% | -84.6% | -66.8% |
| 3Y | -60.0% | +76.1% | -136.1% | -68.1% |
| 5Y | -57.7% | +45.0% | -102.7% | -64.2% |
| 10Y | -3.0% | +335.7% | -338.7% | -44.5% |
| All | +10,209.8% | +5,636.1% | +4,573.8% | +2,279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling