+16.9%
NSC vs VMC
-2.2%
+19.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -3.5% | -4.3% | +0.8% | -2.5% |
| 30D | +3.9% | +16.2% | -12.3% | +0.5% |
| 3M | -0.8% | -0.8% | 0.0% | -0.6% |
| 6M | +7.1% | +1.2% | +6.0% | +6.6% |
| YTD | +16.4% | +0.5% | +16.0% | +13.6% |
| 1Y | +16.9% | -2.9% | +19.8% | +15.7% |
| All | +16.9% | -2.2% | +19.1% | +15.7% |
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