+12,471.5%
FIX vs NSC
+1,764.8%
+10,706.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +6.0% | -5.5% | +11.5% | +8.7% |
| 30D | -7.2% | -3.2% | -4.0% | -6.0% |
| 3M | -15.9% | +7.7% | -23.5% | -18.9% |
| 6M | +12.7% | +4.5% | +8.2% | +10.0% |
| YTD | +72.8% | +15.6% | +57.2% | +60.8% |
| 1Y | +122.9% | +19.8% | +103.1% | +103.7% |
| 3Y | +774.3% | +70.1% | +704.2% | +572.2% |
| 5Y | +2,049.5% | +46.1% | +2,003.4% | +1,653.5% |
| 10Y | +5,821.5% | +328.1% | +5,493.4% | +3,018.5% |
| All | +12,471.5% | +1,764.8% | +10,706.7% | +4,060.0% |
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