+816.4%
NSC vs VIG
+630.3%
+186.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.4% |
| 7D | -6.6% | -1.8% | -4.8% | -4.5% |
| 30D | +2.2% | +2.7% | -0.5% | -1.1% |
| 3M | -6.2% | 0.0% | -6.2% | -6.2% |
| 6M | +1.7% | +6.8% | -5.1% | -6.3% |
| YTD | +12.2% | +12.1% | +0.2% | -2.7% |
| 1Y | +15.4% | +14.8% | +0.6% | -3.0% |
| 3Y | +73.3% | +62.4% | +10.9% | -4.8% |
| 5Y | +24.7% | +59.6% | -34.9% | -30.2% |
| 10Y | +324.5% | +261.5% | +63.0% | -12.1% |
| All | +816.4% | +630.3% | +186.0% | -17.3% |
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