+65.0%
NSC vs NVD
-99.2%
+164.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | -2.0% | +0.5% | -2.6% | -2.0% |
| 30D | -3.2% | -9.3% | +6.1% | -3.4% |
| 3M | +3.9% | -22.1% | +26.0% | +3.4% |
| 6M | +7.8% | -45.8% | +53.6% | +6.2% |
| YTD | +13.4% | -46.7% | +60.1% | +11.9% |
| 1Y | +20.3% | -59.5% | +79.8% | +17.9% |
| 3Y | +76.1% | -99.2% | +175.2% | +56.3% |
| All | +65.0% | -99.2% | +164.2% | +46.5% |
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