+5,605.4%
NSC vs VMC
+3,246.6%
+2,358.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.2% |
| 6M | +4.5% | -10.8% | +15.3% | +8.5% |
| YTD | +15.6% | -7.4% | +23.0% | +17.6% |
| 1Y | +19.8% | -9.5% | +29.3% | +22.8% |
| 3Y | +70.1% | +20.5% | +49.6% | +53.2% |
| 5Y | +46.1% | +51.6% | -5.4% | +18.5% |
| 10Y | +328.1% | +150.0% | +178.0% | +168.4% |
| All | +5,605.4% | +3,246.6% | +2,358.8% | +1,301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling