+299.9%
NSC vs VIVK
-100.0%
+399.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.3% | +15.1% | +0.9% |
| 7D | -3.5% | -48.0% | +44.4% | -3.1% |
| 30D | +3.9% | -88.4% | +92.4% | +5.5% |
| 3M | -0.8% | -98.7% | +97.9% | +2.3% |
| 6M | +7.1% | -100.0% | +107.1% | +12.7% |
| YTD | +16.4% | -100.0% | +116.4% | +21.5% |
| 1Y | +16.9% | -100.0% | +116.9% | +24.1% |
| 3Y | +78.4% | -100.0% | +178.4% | +89.2% |
| 5Y | +33.1% | -100.0% | +133.1% | +41.2% |
| 10Y | +299.9% | -100.0% | +399.9% | +353.4% |
| All | +299.9% | -100.0% | +399.9% | +353.4% |
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