+5,871.3%
NSC vs VICR
+12,032.5%
-6,161.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.3% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -3.2% | -13.9% | +10.7% | -1.5% |
| 3M | +7.7% | -38.4% | +46.1% | +13.1% |
| 6M | +4.5% | -7.2% | +11.7% | +0.8% |
| YTD | +15.6% | +72.0% | -56.5% | +0.8% |
| 1Y | +19.8% | +263.3% | -243.5% | -8.1% |
| 3Y | +70.1% | +173.3% | -103.2% | +28.5% |
| 5Y | +46.1% | +47.3% | -1.2% | +12.0% |
| 10Y | +328.1% | +1,495.2% | -1,167.1% | +112.2% |
| All | +5,871.3% | +12,032.5% | -6,161.2% | +1,744.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling