+81.3%
NSC vs RVMD
+525.1%
-443.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.0% |
| 7D | +1.6% | -0.7% | +2.4% | +1.6% |
| 30D | +4.2% | -6.4% | +10.6% | +4.6% |
| 3M | -0.2% | -14.1% | +13.8% | +0.9% |
| 6M | +7.6% | +21.0% | -13.5% | +5.0% |
| YTD | +17.4% | +121.4% | -104.0% | +5.9% |
| 1Y | +18.3% | +167.9% | -149.6% | +4.4% |
| 3Y | +79.8% | +794.7% | -714.9% | +37.0% |
| 5Y | +34.3% | +437.2% | -402.8% | +2.5% |
| All | +81.3% | +525.1% | -443.8% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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