+837.1%
NSC vs VIG
+648.1%
+189.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -1.1% |
| 7D | -5.4% | +0.4% | -5.8% | -5.8% |
| 30D | +2.9% | +4.3% | -1.3% | -2.2% |
| 3M | -2.2% | +2.0% | -4.2% | -4.6% |
| 6M | +5.3% | +10.2% | -4.9% | -6.7% |
| YTD | +14.8% | +14.8% | 0.0% | -3.4% |
| 1Y | +16.6% | +17.5% | -0.9% | -4.7% |
| 3Y | +78.6% | +67.4% | +11.2% | -5.5% |
| 5Y | +27.2% | +63.4% | -36.2% | -30.9% |
| 10Y | +302.5% | +259.9% | +42.6% | -16.2% |
| All | +837.1% | +648.1% | +189.0% | -17.9% |
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 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