+183.9%
NSC vs NVT
+712.1%
-528.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | -2.0% | +7.0% | -9.0% | -4.4% |
| 30D | -3.2% | -2.3% | -0.9% | -2.8% |
| 3M | +3.9% | -3.1% | +7.0% | +3.3% |
| 6M | +7.8% | +47.0% | -39.2% | -10.0% |
| YTD | +13.4% | +56.2% | -42.8% | -8.2% |
| 1Y | +20.3% | +74.5% | -54.2% | -8.1% |
| 3Y | +76.1% | +184.0% | -107.9% | +1.1% |
| 5Y | +45.0% | +410.8% | -365.8% | -39.7% |
| All | +183.9% | +712.1% | -528.2% | -12.8% |
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