+328.2%
NSC vs VICR
+1,501.2%
-1,173.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | -3.4% | -15.6% | +12.2% | -1.6% |
| 3M | +5.1% | -35.4% | +40.4% | +9.3% |
| 6M | +9.2% | +1.3% | +7.9% | +3.9% |
| YTD | +13.4% | +62.5% | -49.0% | -0.8% |
| 1Y | +20.8% | +255.5% | -234.7% | -8.2% |
| 3Y | +76.1% | +182.0% | -105.9% | +30.3% |
| 5Y | +45.3% | +42.9% | +2.4% | +11.9% |
| All | +328.2% | +1,501.2% | -1,173.0% | +100.3% |
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