+55.0%
NSC vs ROIV
+292.3%
-237.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.6% |
| 7D | -3.4% | +14.3% | -17.7% | -4.1% |
| 30D | +3.6% | +16.2% | -12.6% | +2.8% |
| 3M | -1.4% | +15.1% | -16.5% | -2.3% |
| 6M | +6.0% | +44.2% | -38.3% | +3.5% |
| YTD | +15.5% | +89.8% | -74.3% | +10.6% |
| 1Y | +16.2% | +94.6% | -78.3% | +11.1% |
| 3Y | +76.9% | +367.5% | -290.6% | +60.0% |
| 5Y | +29.3% | +421.4% | -392.1% | +10.7% |
| All | +55.0% | +292.3% | -237.3% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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