+90.0%
NSC vs VLTO
+54.7%
+35.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +1.8% | +13.8% | -12.0% | -3.0% |
| 30D | +8.8% | +21.2% | -12.4% | +1.4% |
| 3M | +1.2% | +21.5% | -20.3% | -5.9% |
| 6M | +11.3% | +33.0% | -21.7% | -0.3% |
| YTD | +20.7% | +17.8% | +2.9% | +13.1% |
| 1Y | +23.4% | +18.1% | +5.3% | +15.3% |
| 3Y | +87.1% | +67.6% | +19.6% | +59.6% |
| All | +90.0% | +54.7% | +35.3% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling