+820.1%
NSC vs VCLT
+102.7%
+717.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | -5.4% | +1.2% | -6.6% | -5.5% |
| 30D | +2.9% | +3.4% | -0.4% | +2.7% |
| 3M | -2.2% | -0.9% | -1.3% | -2.1% |
| 6M | +5.3% | -3.1% | +8.4% | +5.6% |
| YTD | +14.8% | -2.4% | +17.1% | +15.0% |
| 1Y | +16.6% | -2.7% | +19.2% | +16.8% |
| 3Y | +78.6% | +16.9% | +61.7% | +77.3% |
| 5Y | +27.2% | -17.0% | +44.2% | +23.0% |
| 10Y | +302.5% | +22.1% | +280.4% | +339.0% |
| All | +820.1% | +102.7% | +717.4% | +1,250.4% |
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