+189.3%
NSC vs NVT
+699.2%
-509.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.4% |
| 7D | -5.5% | +5.1% | -10.6% | -7.2% |
| 30D | -3.2% | -3.7% | +0.5% | -2.3% |
| 3M | +7.7% | -10.1% | +17.8% | +9.9% |
| 6M | +4.5% | +37.5% | -32.9% | -10.4% |
| YTD | +15.6% | +53.7% | -38.2% | -5.8% |
| 1Y | +19.8% | +70.9% | -51.0% | -7.7% |
| 3Y | +70.1% | +180.4% | -110.3% | -1.9% |
| 5Y | +46.1% | +393.5% | -347.3% | -38.3% |
| All | +189.3% | +699.2% | -509.9% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling