+78.5%
NSC vs RVMD
+644.5%
-566.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -5.5% | +1.0% | -6.5% | -5.6% |
| 30D | -3.2% | +6.4% | -9.7% | -3.9% |
| 3M | +7.7% | +34.9% | -27.2% | +4.4% |
| 6M | +4.5% | +107.6% | -103.0% | -3.8% |
| YTD | +15.6% | +163.7% | -148.1% | +2.8% |
| 1Y | +19.8% | +439.2% | -419.4% | -2.0% |
| 3Y | +70.1% | +499.2% | -429.1% | +33.8% |
| 5Y | +46.1% | +621.7% | -575.6% | +7.7% |
| All | +78.5% | +644.5% | -566.0% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling