+50.6%
NSC vs ROIV
+270.3%
-219.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -3.2% |
| 7D | -6.6% | +5.3% | -12.0% | -6.9% |
| 30D | +2.2% | +11.9% | -9.7% | +1.5% |
| 3M | -6.2% | +10.7% | -16.9% | -6.9% |
| 6M | +1.7% | +34.9% | -33.2% | -0.3% |
| YTD | +12.2% | +79.2% | -66.9% | +7.8% |
| 1Y | +15.4% | +89.0% | -73.6% | +10.5% |
| 3Y | +73.3% | +337.3% | -264.0% | +57.3% |
| 5Y | +24.7% | +402.3% | -377.6% | +7.2% |
| All | +50.6% | +270.3% | -219.6% | +31.7% |
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