+843.6%
NSC vs VIG
+623.5%
+220.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.1% |
| 7D | -5.5% | -0.4% | -5.1% | -5.0% |
| 30D | -3.2% | -1.0% | -2.2% | -2.1% |
| 3M | +7.7% | +2.8% | +4.9% | +4.0% |
| 6M | +4.5% | +8.2% | -3.7% | -5.3% |
| YTD | +15.6% | +11.0% | +4.5% | +1.4% |
| 1Y | +19.8% | +16.1% | +3.7% | -0.8% |
| 3Y | +70.1% | +56.2% | +13.9% | -1.9% |
| 5Y | +46.1% | +63.0% | -16.9% | -20.4% |
| 10Y | +328.1% | +241.4% | +86.7% | -4.8% |
| All | +843.6% | +623.5% | +220.1% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling