+936.6%
NSC vs VIVK
-100.0%
+1,036.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.3% | +12.8% | +0.5% |
| 7D | -5.5% | -1.4% | -4.1% | -5.5% |
| 30D | -3.2% | -43.6% | +40.4% | -3.2% |
| 3M | +7.7% | -95.1% | +102.8% | +7.8% |
| 6M | +4.5% | -98.2% | +102.7% | +4.7% |
| YTD | +15.6% | -97.9% | +113.5% | +15.7% |
| 1Y | +19.8% | -100.0% | +119.8% | +20.2% |
| 3Y | +70.1% | -100.0% | +170.1% | +70.5% |
| 5Y | +46.1% | -100.0% | +146.1% | +46.4% |
| 10Y | +328.1% | -100.0% | +428.1% | +330.2% |
| All | +936.6% | -100.0% | +1,036.6% | +940.5% |
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