+328.2%
NSC vs ITOT
+302.7%
+25.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -2.0% | -0.4% | -1.7% | -1.7% |
| 30D | -3.2% | -1.6% | -1.6% | -1.7% |
| 3M | +3.9% | +3.5% | +0.4% | +0.1% |
| 6M | +7.8% | +13.1% | -5.3% | -5.3% |
| YTD | +13.4% | +12.7% | +0.7% | -0.2% |
| 1Y | +20.3% | +18.3% | +2.0% | +0.6% |
| 3Y | +76.1% | +76.4% | -0.3% | -3.3% |
| 5Y | +45.0% | +73.8% | -28.8% | -20.3% |
| All | +328.2% | +302.7% | +25.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling