+86.0%
NSC vs AVTR
+8.1%
+77.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.2% |
| 7D | -5.4% | +1.9% | -7.3% | -5.8% |
| 30D | +2.9% | +1.5% | +1.4% | +2.5% |
| 3M | -2.2% | +17.1% | -19.2% | -6.0% |
| 6M | +5.3% | +91.5% | -86.2% | -11.5% |
| YTD | +14.8% | +38.8% | -24.1% | +3.9% |
| 1Y | +16.6% | +37.7% | -21.2% | +5.5% |
| 3Y | +78.6% | -13.5% | +92.1% | +75.3% |
| 5Y | +27.2% | -59.3% | +86.5% | +51.9% |
| All | +86.0% | +8.1% | +77.9% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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