+45.0%
NSC vs NVT
+420.2%
-375.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.9% |
| 7D | -2.0% | +7.0% | -9.0% | -3.5% |
| 30D | -3.2% | -2.3% | -0.9% | -2.9% |
| 3M | +3.9% | -3.1% | +7.0% | +3.6% |
| 6M | +7.8% | +47.0% | -39.2% | -4.4% |
| YTD | +13.4% | +56.2% | -42.8% | -1.5% |
| 1Y | +20.3% | +74.5% | -54.2% | +0.3% |
| 3Y | +76.1% | +184.0% | -107.9% | +16.8% |
| 5Y | +45.0% | +410.8% | -365.8% | -26.5% |
| All | +45.0% | +420.2% | -375.2% | -26.5% |
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 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