+335.7%
NSC vs VIG
+241.3%
+94.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -2.0% | -1.2% | -0.9% | -0.7% |
| 30D | -3.2% | -2.8% | -0.4% | +0.2% |
| 3M | +3.9% | +2.5% | +1.5% | +0.8% |
| 6M | +7.8% | +8.1% | -0.3% | -2.1% |
| YTD | +13.4% | +9.6% | +3.8% | +1.2% |
| 1Y | +20.3% | +14.2% | +6.2% | +1.9% |
| 3Y | +76.1% | +56.1% | +20.0% | +2.0% |
| 5Y | +45.0% | +62.8% | -17.8% | -20.5% |
| 10Y | +335.7% | +248.2% | +87.5% | -11.9% |
| All | +335.7% | +241.3% | +94.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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