+649.9%
NVDL vs NSC
+73.4%
+576.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.2% |
| 7D | -10.3% | -2.8% | -7.5% | -9.4% |
| 30D | -7.1% | -4.5% | -2.6% | -5.8% |
| 3M | +6.6% | +3.5% | +3.0% | +4.3% |
| 6M | +21.1% | +8.5% | +12.5% | +15.1% |
| YTD | +15.2% | +12.3% | +2.9% | +7.5% |
| 1Y | +18.8% | +18.9% | -0.2% | +7.6% |
| 3Y | +649.9% | +74.1% | +575.8% | +454.3% |
| All | +649.9% | +73.4% | +576.5% | +454.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling