+47.4%
NSC vs VMC
+52.7%
-5.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -5.5% | -4.3% | -1.2% | -3.8% |
| 30D | -3.2% | -8.2% | +5.0% | +0.1% |
| 3M | +7.7% | -7.0% | +14.7% | +10.3% |
| 6M | +4.5% | -10.8% | +15.3% | +8.6% |
| YTD | +15.6% | -7.4% | +23.0% | +17.3% |
| 1Y | +19.8% | -9.5% | +29.3% | +22.6% |
| 3Y | +70.1% | +20.5% | +49.6% | +49.1% |
| All | +47.4% | +52.7% | -5.2% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling