+302.5%
NSC vs VO
+206.8%
+95.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | -0.9% |
| 7D | -5.4% | -0.1% | -5.2% | -5.2% |
| 30D | +2.9% | +0.5% | +2.4% | +2.4% |
| 3M | -2.2% | -1.0% | -1.1% | -1.3% |
| 6M | +5.3% | +6.4% | -1.2% | -1.4% |
| YTD | +14.8% | +13.6% | +1.2% | +0.5% |
| 1Y | +16.6% | +14.5% | +2.1% | +1.2% |
| 3Y | +78.6% | +67.2% | +11.4% | +5.5% |
| 5Y | +27.2% | +36.1% | -8.9% | -8.2% |
| 10Y | +302.5% | +199.3% | +103.2% | +17.0% |
| All | +302.5% | +206.8% | +95.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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