+68.2%
NSC vs NVD
-99.2%
+167.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | -5.5% | -11.1% | +5.6% | -5.8% |
| 30D | -3.2% | -13.3% | +10.0% | -3.5% |
| 3M | +7.7% | -19.8% | +27.5% | +7.3% |
| 6M | +4.5% | -48.8% | +53.3% | +2.9% |
| YTD | +15.6% | -49.7% | +65.2% | +13.8% |
| 1Y | +19.8% | -61.4% | +81.2% | +17.3% |
| 3Y | +70.1% | -99.1% | +169.2% | +50.9% |
| All | +68.2% | -99.2% | +167.4% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling