+1,027.6%
FIX vs NSC
+31.3%
+996.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.6% |
| 7D | +9.4% | +2.5% | +6.9% | +8.2% |
| 30D | -27.8% | +1.7% | -29.5% | -28.4% |
| 3M | -35.6% | -2.6% | -33.0% | -34.9% |
| 6M | -45.2% | +6.4% | -51.6% | -47.3% |
| YTD | +19.5% | +15.5% | +4.0% | +10.1% |
| 1Y | +24.2% | +17.6% | +6.6% | +13.3% |
| 3Y | +494.2% | +75.0% | +419.2% | +324.9% |
| All | +1,027.6% | +31.3% | +996.3% | +799.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling