+335.7%
NSC vs VIVK
-100.0%
+435.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -1.4% |
| 7D | -2.0% | -7.9% | +5.8% | -2.0% |
| 30D | -3.2% | -42.0% | +38.8% | -2.8% |
| 3M | +3.9% | -92.5% | +96.4% | +5.6% |
| 6M | +7.8% | -98.0% | +105.8% | +10.1% |
| YTD | +13.4% | -97.9% | +111.3% | +15.2% |
| 1Y | +20.3% | -100.0% | +120.3% | +25.4% |
| 3Y | +76.1% | -100.0% | +176.1% | +82.3% |
| 5Y | +45.0% | -100.0% | +145.0% | +49.8% |
| 10Y | +335.7% | -100.0% | +435.7% | +354.9% |
| All | +335.7% | -100.0% | +435.7% | +354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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