+48.9%
NVTS vs NSC
+77.7%
-28.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -5.5% |
| 7D | +3.9% | +2.5% | +1.5% | +2.7% |
| 30D | -4.3% | +1.7% | -6.0% | -4.9% |
| 3M | -34.5% | -2.6% | -31.9% | -33.5% |
| 6M | -57.7% | +6.4% | -64.1% | -60.0% |
| YTD | +25.4% | +15.5% | +9.9% | +11.2% |
| 1Y | +13.1% | +17.6% | -4.5% | -1.2% |
| 3Y | +48.9% | +75.0% | -26.1% | -7.5% |
| All | +48.9% | +77.7% | -28.8% | -7.5% |
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