+130.7%
FIX vs NSC
+20.5%
+110.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | +6.1% | -1.5% | +7.6% | +6.4% |
| 30D | -2.7% | -1.9% | -0.7% | -2.4% |
| 3M | -10.9% | +6.2% | -17.2% | -12.3% |
| 6M | +29.0% | +9.2% | +19.8% | +25.4% |
| YTD | +76.9% | +15.0% | +61.9% | +76.0% |
| 1Y | +130.7% | +21.1% | +109.7% | +124.5% |
| All | +130.7% | +20.5% | +110.3% | +124.5% |
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