+309.6%
NSC vs VFC
-46.8%
+356.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -6.6% | +11.2% | -17.8% | -9.1% |
| 30D | +2.2% | +41.5% | -39.4% | -6.4% |
| 3M | -6.2% | +38.9% | -45.1% | -13.9% |
| 6M | +1.7% | +6.1% | -4.5% | -1.2% |
| YTD | +12.2% | +14.5% | -2.3% | +5.9% |
| 1Y | +15.4% | +46.0% | -30.5% | +1.7% |
| 3Y | +73.3% | +36.4% | +37.0% | +35.8% |
| 5Y | +24.7% | -67.5% | +92.2% | +68.3% |
| All | +309.6% | -46.8% | +356.4% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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