+81.9%
NSC vs VLTO
+27.2%
+54.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | -5.5% | -2.3% | -3.2% | -4.7% |
| 30D | -3.2% | -0.9% | -2.3% | -2.9% |
| 3M | +7.7% | +13.8% | -6.1% | +2.2% |
| 6M | +4.5% | +2.0% | +2.5% | +3.4% |
| YTD | +15.6% | -3.2% | +18.8% | +16.5% |
| 1Y | +19.8% | -9.2% | +29.0% | +24.2% |
| All | +81.9% | +27.2% | +54.7% | +70.1% |
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