+27.2%
NSC vs NVT
+227.4%
-200.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -5.9% | +0.4% |
| 7D | -5.4% | -7.5% | +2.1% | -4.4% |
| 30D | +2.9% | -31.5% | +34.5% | +10.1% |
| 3M | -2.2% | -30.4% | +28.2% | +3.7% |
| 6M | +5.3% | -32.5% | +37.7% | +11.4% |
| YTD | +14.8% | +12.9% | +1.8% | +4.8% |
| 1Y | +16.6% | +3.7% | +12.8% | +8.7% |
| 3Y | +78.6% | +135.8% | -57.2% | +17.3% |
| 5Y | +27.2% | +232.7% | -205.5% | -32.0% |
| All | +27.2% | +227.4% | -200.2% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling