+5,993.3%
FIX vs NSC
+326.8%
+5,666.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.7% |
| 7D | +6.1% | -1.5% | +7.6% | +7.0% |
| 30D | -2.7% | -1.9% | -0.7% | -1.6% |
| 3M | -10.9% | +6.2% | -17.2% | -14.6% |
| 6M | +29.0% | +9.2% | +19.8% | +21.1% |
| YTD | +76.9% | +15.0% | +61.9% | +60.1% |
| 1Y | +130.7% | +21.1% | +109.7% | +101.6% |
| 3Y | +790.7% | +78.6% | +712.1% | +483.9% |
| 5Y | +2,185.6% | +45.9% | +2,139.7% | +1,572.3% |
| 10Y | +5,993.3% | +326.9% | +5,666.4% | +2,410.6% |
| All | +5,993.3% | +326.8% | +5,666.5% | +2,410.6% |
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