+76.7%
NSC vs VLTO
+54.8%
+21.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -6.6% | +5.4% | -12.0% | -8.4% |
| 30D | +2.2% | +22.3% | -20.2% | -5.2% |
| 3M | -6.2% | +19.6% | -25.8% | -12.3% |
| 6M | +1.7% | +35.2% | -33.5% | -9.5% |
| YTD | +12.2% | +17.9% | -5.6% | +5.2% |
| 1Y | +15.4% | +19.5% | -4.1% | +7.3% |
| 3Y | +73.3% | +73.9% | -0.6% | +46.5% |
| All | +76.7% | +54.8% | +21.8% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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