+189.1%
NSC vs NVT
+488.5%
-299.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +2.5% | +8.0% | -5.5% | -0.1% |
| 30D | +1.7% | -24.8% | +26.5% | +9.8% |
| 3M | -2.6% | -32.4% | +29.9% | +8.1% |
| 6M | +6.4% | -33.5% | +39.9% | +16.9% |
| YTD | +15.5% | +13.2% | +2.3% | +1.6% |
| 1Y | +17.6% | +9.0% | +8.6% | +4.5% |
| 3Y | +75.0% | +129.4% | -54.4% | +4.1% |
| 5Y | +32.2% | +230.1% | -197.9% | -36.5% |
| All | +189.1% | +488.5% | -299.3% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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