+2,494.8%
NVDL vs NSC
+35.2%
+2,459.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -8.7% | -1.4% | -7.3% | -8.1% |
| 30D | -1.3% | -3.4% | +2.1% | -0.1% |
| 3M | +11.4% | +5.1% | +6.3% | +7.9% |
| 6M | +22.9% | +9.2% | +13.7% | +15.9% |
| YTD | +15.4% | +13.4% | +2.0% | +6.3% |
| 1Y | +18.8% | +20.8% | -2.0% | +5.4% |
| 3Y | +641.4% | +76.1% | +565.3% | +397.3% |
| All | +2,494.8% | +35.2% | +2,459.5% | +2,176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling