+7,843.3%
FIX vs NSC
+1,710.9%
+6,132.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.8% | +8.3% | +6.7% |
| 7D | -17.5% | -6.6% | -10.8% | -14.9% |
| 30D | -41.6% | +2.2% | -43.7% | -42.2% |
| 3M | -40.6% | -6.2% | -34.4% | -39.1% |
| 6M | -49.4% | +1.7% | -51.1% | -50.1% |
| YTD | +9.2% | +12.2% | -3.0% | +2.7% |
| 1Y | +6.5% | +15.4% | -9.0% | -1.2% |
| 3Y | +448.7% | +73.3% | +375.4% | +318.1% |
| 5Y | +948.7% | +24.7% | +924.0% | +815.1% |
| 10Y | +3,659.7% | +324.5% | +3,335.2% | +1,886.8% |
| All | +7,843.3% | +1,710.9% | +6,132.4% | +2,556.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling