+29.3%
NSC vs VICR
+3.5%
+25.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.7% |
| 7D | -3.4% | -9.7% | +6.3% | -2.9% |
| 30D | +3.6% | -39.2% | +42.8% | +6.7% |
| 3M | -1.4% | -22.6% | +21.2% | -0.8% |
| 6M | +6.0% | -37.0% | +42.9% | +6.5% |
| YTD | +15.5% | +47.5% | -32.0% | +6.0% |
| 1Y | +16.2% | +75.0% | -58.8% | +4.8% |
| 3Y | +76.9% | +343.0% | -266.0% | +38.9% |
| 5Y | +29.3% | +3.9% | +25.4% | +0.1% |
| All | +29.3% | +3.5% | +25.8% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling