+187.3%
NSC vs NVT
+487.2%
-299.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -5.9% | -0.7% |
| 7D | -5.4% | -7.5% | +2.1% | -3.8% |
| 30D | +2.9% | -31.5% | +34.5% | +14.7% |
| 3M | -2.2% | -30.4% | +28.2% | +7.4% |
| 6M | +5.3% | -32.5% | +37.7% | +15.0% |
| YTD | +14.8% | +12.9% | +1.8% | +1.1% |
| 1Y | +16.6% | +3.7% | +12.8% | +5.6% |
| 3Y | +78.6% | +135.8% | -57.2% | +4.8% |
| 5Y | +27.2% | +232.7% | -205.5% | -39.1% |
| All | +187.3% | +487.2% | -299.9% | -4.0% |
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 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