+45.0%
NSC vs ITOT
+73.3%
-28.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -2.0% | -0.4% | -1.7% | -1.8% |
| 30D | -3.2% | -1.6% | -1.6% | -2.1% |
| 3M | +3.9% | +3.5% | +0.4% | +1.0% |
| 6M | +7.8% | +13.1% | -5.3% | -2.5% |
| YTD | +13.4% | +12.7% | +0.7% | +2.7% |
| 1Y | +20.3% | +18.3% | +2.0% | +4.7% |
| 3Y | +76.1% | +76.4% | -0.3% | +11.0% |
| 5Y | +45.0% | +73.8% | -28.8% | -10.4% |
| All | +45.0% | +73.3% | -28.3% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling