+55.0%
NSC vs ROIV
+248.8%
-193.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.1% | -4.1% |
| 7D | -3.8% | -2.4% | -1.4% | -3.7% |
| 30D | +4.1% | +3.1% | +1.0% | +3.9% |
| 3M | -3.3% | +5.8% | -9.1% | -3.7% |
| 6M | +5.9% | +29.3% | -23.4% | +4.0% |
| YTD | +15.5% | +68.8% | -53.3% | +11.3% |
| 1Y | +19.3% | +81.0% | -61.7% | +14.5% |
| 3Y | +79.0% | +294.6% | -215.6% | +63.3% |
| 5Y | +28.3% | +373.1% | -344.8% | +10.7% |
| All | +55.0% | +248.8% | -193.7% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling