-12.9%
NVTS vs NSC
+30.6%
-43.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.5% | -1.4% | +1.8% | +1.4% |
| 30D | -18.0% | -3.4% | -14.6% | -16.2% |
| 3M | -45.6% | +5.1% | -50.7% | -48.3% |
| 6M | +28.5% | +9.2% | +19.2% | +17.5% |
| YTD | +56.2% | +13.4% | +42.8% | +37.7% |
| 1Y | +97.7% | +20.8% | +76.9% | +65.6% |
| 3Y | +35.0% | +76.1% | -41.1% | -18.9% |
| All | -12.9% | +30.6% | -43.5% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling