+295.3%
NSC vs VMC
+140.1%
+155.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.0% |
| 7D | -6.2% | +0.5% | -6.8% | -6.5% |
| 30D | +2.6% | +15.8% | -13.2% | -3.7% |
| 3M | -5.8% | +0.6% | -6.4% | -6.3% |
| 6M | +2.1% | -4.0% | +6.1% | +3.0% |
| YTD | +12.7% | -0.3% | +13.0% | +10.9% |
| 1Y | +15.9% | -0.5% | +16.4% | +14.1% |
| 3Y | +74.0% | +39.6% | +34.5% | +44.9% |
| 5Y | +25.2% | +50.1% | -24.9% | -0.9% |
| All | +295.3% | +140.1% | +155.1% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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