+45.9%
NSC vs VIVK
-100.0%
+145.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.1% | -0.6% |
| 7D | -1.5% | +13.1% | -14.6% | -1.7% |
| 30D | -1.9% | -29.7% | +27.7% | -1.5% |
| 3M | +6.2% | -93.0% | +99.2% | +9.0% |
| 6M | +9.2% | -98.0% | +107.1% | +13.0% |
| YTD | +15.0% | -97.8% | +112.8% | +17.8% |
| 1Y | +21.1% | -100.0% | +121.1% | +30.6% |
| 3Y | +78.6% | -100.0% | +178.6% | +88.3% |
| 5Y | +45.9% | -100.0% | +145.9% | +48.3% |
| All | +45.9% | -100.0% | +145.9% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling