+5,605.4%
NSC vs VFC
+845.1%
+4,760.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | -5.5% | -1.6% | -3.9% | -5.0% |
| 30D | -3.2% | -11.6% | +8.4% | +0.5% |
| 3M | +7.7% | -18.1% | +25.8% | +13.1% |
| 6M | +4.5% | -27.4% | +31.9% | +13.0% |
| YTD | +15.6% | -24.8% | +40.4% | +23.0% |
| 1Y | +19.8% | -8.2% | +28.0% | +17.3% |
| 3Y | +70.1% | -29.1% | +99.2% | +54.6% |
| 5Y | +46.1% | -79.2% | +125.3% | +103.6% |
| 10Y | +328.1% | -68.1% | +396.2% | +378.8% |
| All | +5,605.4% | +845.1% | +4,760.3% | +2,095.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling