+328.2%
NSC vs VNQ
+62.8%
+265.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -1.4% | -2.6% | +1.2% | +0.6% |
| 30D | -3.4% | -2.3% | -1.0% | -1.7% |
| 3M | +5.1% | -2.8% | +7.9% | +7.2% |
| 6M | +9.2% | +2.5% | +6.7% | +7.0% |
| YTD | +13.4% | +8.4% | +5.0% | +6.6% |
| 1Y | +20.8% | +6.8% | +14.0% | +14.7% |
| 3Y | +76.1% | +29.9% | +46.2% | +43.6% |
| 5Y | +45.3% | +7.2% | +38.1% | +34.9% |
| All | +328.2% | +62.8% | +265.3% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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