+4.7%
FIX vs NSC
+14.8%
-10.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.9% | +6.0% |
| 7D | -17.5% | -6.2% | -11.2% | -16.2% |
| 30D | -41.6% | +2.6% | -44.1% | -41.7% |
| 3M | -40.6% | -5.8% | -34.8% | -39.6% |
| 6M | -49.4% | +2.1% | -51.5% | -49.8% |
| YTD | +9.2% | +12.7% | -3.5% | +8.2% |
| All | +4.7% | +14.8% | -10.1% | +1.7% |
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 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