+936.0%
NSC vs VIVK
-100.0%
+1,036.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -22.8% | +23.4% | +0.7% |
| 7D | -3.4% | -56.0% | +52.5% | -3.4% |
| 30D | +3.6% | -92.3% | +95.9% | +3.7% |
| 3M | -1.4% | -98.6% | +97.2% | -1.2% |
| 6M | +6.0% | -99.9% | +105.9% | +6.3% |
| YTD | +15.5% | -100.0% | +115.5% | +15.9% |
| 1Y | +16.2% | -100.0% | +116.2% | +16.7% |
| 3Y | +76.9% | -100.0% | +176.9% | +77.7% |
| 5Y | +29.3% | -100.0% | +129.3% | +29.8% |
| 10Y | +298.3% | -100.0% | +398.3% | +301.0% |
| All | +936.0% | -100.0% | +1,036.0% | +941.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling