+16.2%
NSC vs NVD
-8.4%
+24.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.2% | +0.5% |
| 7D | -3.4% | +43.9% | -47.3% | -3.8% |
| 30D | +3.6% | +74.0% | -70.4% | +2.8% |
| 3M | -1.4% | +48.3% | -49.7% | -2.0% |
| 6M | +6.0% | +30.3% | -24.4% | +5.5% |
| YTD | +15.5% | -12.9% | +28.4% | +13.8% |
| 1Y | +16.2% | -4.0% | +20.2% | +14.4% |
| All | +16.2% | -8.4% | +24.6% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling