+81.8%
NSC vs VLTO
+56.4%
+25.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.8% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | +1.7% | +17.5% | -15.8% | -4.2% |
| 3M | -2.6% | +21.4% | -23.9% | -9.4% |
| 6M | +6.4% | +38.1% | -31.7% | -6.0% |
| YTD | +15.5% | +19.0% | -3.5% | +7.8% |
| 1Y | +17.6% | +20.7% | -3.1% | +9.0% |
| 3Y | +75.0% | +64.3% | +10.7% | +49.6% |
| All | +81.8% | +56.4% | +25.4% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling