+302.5%
NSC vs VMC
+146.3%
+156.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.7% | +0.8% |
| 7D | -5.4% | +0.3% | -5.6% | -5.5% |
| 30D | +2.9% | +18.6% | -15.6% | -4.3% |
| 3M | -2.2% | +2.0% | -4.2% | -3.3% |
| 6M | +5.3% | +2.6% | +2.7% | +3.2% |
| YTD | +14.8% | +2.3% | +12.5% | +11.7% |
| 1Y | +16.6% | +1.7% | +14.9% | +13.7% |
| 3Y | +78.6% | +41.7% | +36.9% | +47.8% |
| 5Y | +27.2% | +46.6% | -19.5% | +1.8% |
| 10Y | +302.5% | +140.3% | +162.3% | +144.9% |
| All | +302.5% | +146.3% | +156.2% | +144.9% |
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