+78.4%
NSC vs RVMD
+584.4%
-506.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.2% | +1.0% |
| 7D | -3.4% | -0.6% | -2.8% | -3.4% |
| 30D | +3.6% | +1.7% | +1.9% | +3.3% |
| 3M | -1.4% | -6.7% | +5.3% | -1.0% |
| 6M | +6.0% | +36.1% | -30.2% | +2.3% |
| YTD | +15.5% | +142.4% | -126.9% | +3.3% |
| 1Y | +16.2% | +207.8% | -191.5% | +1.2% |
| 3Y | +76.9% | +879.5% | -802.6% | +33.7% |
| 5Y | +29.3% | +509.0% | -479.7% | -2.6% |
| All | +78.4% | +584.4% | -506.0% | +13.1% |
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