+826.5%
NSC vs VCLT
+103.4%
+723.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -5.5% | -0.5% | -5.0% | -5.5% |
| 30D | -3.2% | -0.9% | -2.4% | -3.1% |
| 3M | +7.7% | -3.2% | +10.9% | +8.0% |
| 6M | +4.5% | -3.8% | +8.3% | +4.9% |
| YTD | +15.6% | -2.0% | +17.6% | +15.8% |
| 1Y | +19.8% | -0.8% | +20.6% | +19.9% |
| 3Y | +70.1% | +12.3% | +57.8% | +68.9% |
| 5Y | +46.1% | -15.4% | +61.5% | +41.5% |
| 10Y | +328.1% | +15.7% | +312.3% | +354.4% |
| All | +826.5% | +103.4% | +723.1% | +1,259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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