+55.1%
NSC vs ROIV
+232.7%
-177.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -5.5% | +0.6% | -6.1% | -5.5% |
| 30D | -3.2% | +1.0% | -4.2% | -3.3% |
| 3M | +7.7% | +18.3% | -10.6% | +6.6% |
| 6M | +4.5% | +18.3% | -13.8% | +3.3% |
| YTD | +15.6% | +61.0% | -45.4% | +11.8% |
| 1Y | +19.8% | +177.9% | -158.0% | +11.9% |
| 3Y | +70.1% | +199.1% | -129.0% | +56.8% |
| 5Y | +46.1% | +250.7% | -204.6% | +27.6% |
| All | +55.1% | +232.7% | -177.5% | +36.6% |
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