+14.4%
FIX vs NSC
+24.4%
-10.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.9% | -16.0% | -15.2% |
| 7D | -18.9% | +1.8% | -20.7% | -19.2% |
| 30D | -36.3% | +8.8% | -45.1% | -37.2% |
| 3M | -38.5% | +1.2% | -39.8% | -38.5% |
| 6M | -42.3% | +11.3% | -53.6% | -43.9% |
| YTD | +17.1% | +20.7% | -3.6% | +14.7% |
| 1Y | +14.4% | +23.4% | -9.0% | +10.0% |
| All | +14.4% | +24.4% | -10.0% | +10.0% |
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