+3,800.0%
FIX vs NSC
+315.5%
+3,484.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.8% | +7.6% | +8.3% |
| 7D | -7.2% | -5.4% | -1.9% | -4.0% |
| 30D | -35.1% | +2.9% | -38.1% | -36.3% |
| 3M | -34.3% | -2.2% | -32.1% | -33.6% |
| 6M | -42.9% | +5.3% | -48.2% | -45.3% |
| YTD | +19.5% | +14.8% | +4.7% | +8.0% |
| 1Y | +16.8% | +16.6% | +0.2% | +4.5% |
| 3Y | +506.7% | +78.6% | +428.1% | +297.2% |
| 5Y | +1,046.7% | +27.2% | +1,019.5% | +820.7% |
| 10Y | +3,800.0% | +302.5% | +3,497.4% | +1,597.6% |
| All | +3,800.0% | +315.5% | +3,484.4% | +1,597.6% |
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