+335.7%
NSC vs VMC
+146.8%
+189.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | 0.0% |
| 7D | -2.0% | -5.3% | +3.3% | +0.2% |
| 30D | -3.2% | -12.3% | +9.1% | +2.2% |
| 3M | +3.9% | -10.3% | +14.2% | +8.1% |
| 6M | +7.8% | -8.6% | +16.3% | +10.8% |
| YTD | +13.4% | -11.9% | +25.3% | +17.8% |
| 1Y | +20.3% | -13.9% | +34.2% | +26.0% |
| 3Y | +76.1% | +18.2% | +57.9% | +57.8% |
| 5Y | +45.0% | +47.7% | -2.7% | +15.9% |
| 10Y | +335.7% | +152.5% | +183.2% | +174.0% |
| All | +335.7% | +146.8% | +189.0% | +174.0% |
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