+68.1%
NSC vs NVD
-98.6%
+166.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.2% | +0.9% |
| 7D | -3.4% | +43.9% | -47.3% | -2.4% |
| 30D | +3.6% | +74.0% | -70.4% | +5.2% |
| 3M | -1.4% | +48.3% | -49.7% | -0.2% |
| 6M | +6.0% | +30.3% | -24.4% | +7.1% |
| YTD | +15.5% | -12.9% | +28.4% | +15.5% |
| 1Y | +16.2% | -4.0% | +20.2% | +16.8% |
| 3Y | +76.9% | -98.5% | +175.4% | +61.2% |
| All | +68.1% | -98.6% | +166.7% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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