+5,868.0%
NSC vs VICR
+10,303.5%
-4,435.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.8% |
| 7D | -3.4% | -9.7% | +6.3% | -2.4% |
| 30D | +3.6% | -39.2% | +42.8% | +9.7% |
| 3M | -1.4% | -22.6% | +21.2% | -0.3% |
| 6M | +6.0% | -37.0% | +42.9% | +7.3% |
| YTD | +15.5% | +47.5% | -32.0% | +0.7% |
| 1Y | +16.2% | +75.0% | -58.8% | -1.4% |
| 3Y | +76.9% | +343.0% | -266.0% | +22.1% |
| 5Y | +29.3% | +3.9% | +25.4% | +2.5% |
| 10Y | +298.3% | +1,034.6% | -736.3% | +103.4% |
| All | +5,868.0% | +10,303.5% | -4,435.4% | +1,744.6% |
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