+21.1%
NSC vs VMC
-11.8%
+32.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.1% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -1.9% | -9.1% | +7.2% | +0.2% |
| 3M | +6.2% | -4.1% | +10.4% | +6.9% |
| 6M | +9.2% | -5.5% | +14.7% | +10.1% |
| YTD | +15.0% | -8.9% | +23.9% | +15.4% |
| 1Y | +21.1% | -12.9% | +34.0% | +23.1% |
| All | +21.1% | -11.8% | +32.9% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling