+68.1%
NSC vs NVD
-98.5%
+166.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.5% |
| 7D | +2.5% | +28.6% | -26.1% | +3.2% |
| 30D | +1.7% | +73.6% | -71.9% | +3.3% |
| 3M | -2.6% | +70.1% | -72.6% | -1.0% |
| 6M | +6.4% | +53.6% | -47.2% | +8.1% |
| YTD | +15.5% | -7.0% | +22.5% | +15.7% |
| 1Y | +17.6% | -9.0% | +26.6% | +17.9% |
| 3Y | +75.0% | -98.3% | +173.3% | +59.8% |
| All | +68.1% | -98.5% | +166.6% | +51.6% |
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