+78.6%
NSC vs VICR
+201.6%
-123.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.6% |
| 7D | -1.5% | +9.8% | -11.4% | -2.2% |
| 30D | -1.9% | -12.6% | +10.7% | -1.2% |
| 3M | +6.2% | -29.7% | +35.9% | +7.8% |
| 6M | +9.2% | +18.8% | -9.7% | +4.1% |
| YTD | +15.0% | +76.4% | -61.4% | +4.6% |
| 1Y | +21.1% | +282.4% | -261.3% | -0.6% |
| 3Y | +78.6% | +206.2% | -127.6% | +40.3% |
| All | +78.6% | +201.6% | -123.0% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling