+298.3%
NSC vs AVAV
+358.8%
-60.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.0% |
| 7D | -3.4% | 0.0% | -3.4% | -3.6% |
| 30D | +3.6% | -9.9% | +13.5% | +4.5% |
| 3M | -1.4% | -34.7% | +33.3% | +3.0% |
| 6M | +6.0% | -26.6% | +32.6% | +7.5% |
| YTD | +15.5% | -48.9% | +64.4% | +20.6% |
| 1Y | +16.2% | -63.0% | +79.2% | +26.8% |
| 3Y | +76.9% | +1.6% | +75.4% | +55.3% |
| 5Y | +29.3% | +34.5% | -5.2% | +2.6% |
| 10Y | +298.3% | +359.3% | -61.0% | +140.6% |
| All | +298.3% | +358.8% | -60.5% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling