+291.1%
NSC vs VICR
+1,016.5%
-725.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.1% |
| 7D | +1.6% | +21.9% | -20.3% | -1.0% |
| 30D | +4.2% | -38.4% | +42.6% | +9.6% |
| 3M | -0.2% | -27.2% | +26.9% | +1.6% |
| 6M | +7.6% | -43.7% | +51.3% | +10.9% |
| YTD | +17.4% | +50.3% | -32.9% | +1.6% |
| 1Y | +18.3% | +74.6% | -56.3% | -0.1% |
| 3Y | +79.8% | +351.2% | -271.4% | +20.6% |
| 5Y | +34.3% | +2.5% | +31.8% | +9.2% |
| All | +291.1% | +1,016.5% | -725.4% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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