+941.9%
NSC vs VEU
+188.7%
+753.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.7% |
| 7D | -2.0% | +0.3% | -2.4% | -2.3% |
| 30D | -3.2% | +0.7% | -3.8% | -3.8% |
| 3M | +3.9% | +4.7% | -0.8% | -0.6% |
| 6M | +7.8% | +11.6% | -3.9% | -3.3% |
| YTD | +13.4% | +16.8% | -3.4% | -2.5% |
| 1Y | +20.3% | +24.9% | -4.6% | -2.6% |
| 3Y | +76.1% | +75.7% | +0.3% | +5.0% |
| 5Y | +45.0% | +56.1% | -11.1% | -5.0% |
| 10Y | +335.7% | +153.6% | +182.1% | +91.3% |
| All | +941.9% | +188.7% | +753.3% | +312.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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