+309.6%
NSC vs RVTY
+206.3%
+103.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.7% | -3.8% |
| 7D | -6.6% | -1.2% | -5.4% | -6.5% |
| 30D | +2.2% | +1.0% | +1.1% | +1.4% |
| 3M | -6.2% | +35.8% | -42.0% | -16.3% |
| 6M | +1.7% | +56.7% | -55.0% | -14.3% |
| YTD | +12.2% | +60.7% | -48.5% | -7.7% |
| 1Y | +15.4% | +73.7% | -58.3% | -8.0% |
| 3Y | +73.3% | +82.8% | -9.4% | +30.0% |
| 5Y | +24.7% | -7.0% | +31.7% | +19.5% |
| All | +309.6% | +206.3% | +103.3% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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