+232.0%
NSC vs INVH
+72.9%
+159.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | +2.5% | -0.9% | +3.4% | +2.9% |
| 30D | +1.7% | +1.2% | +0.5% | +1.1% |
| 3M | -2.6% | -10.4% | +7.8% | +2.7% |
| 6M | +6.4% | -3.6% | +10.0% | +8.0% |
| YTD | +15.5% | -0.1% | +15.6% | +14.7% |
| 1Y | +17.6% | -0.7% | +18.3% | +17.0% |
| 3Y | +75.0% | -4.6% | +79.6% | +75.2% |
| 5Y | +32.2% | -21.7% | +53.8% | +43.4% |
| All | +232.0% | +72.9% | +159.1% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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