+6.4%
NSC vs VIVK
-100.0%
+106.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.5% | +5.9% | -1.6% |
| 7D | +2.5% | -57.7% | +60.2% | +2.7% |
| 30D | +1.7% | -87.3% | +89.0% | +2.4% |
| 3M | -2.6% | -98.9% | +96.4% | -1.4% |
| 6M | +6.4% | -100.0% | +106.4% | +0.7% |
| All | +6.4% | -100.0% | +106.4% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling