+309.6%
NSC vs VO
+196.6%
+113.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -6.6% | -2.6% | -4.1% | -4.2% |
| 30D | +2.2% | -0.9% | +3.1% | +3.1% |
| 3M | -6.2% | -3.0% | -3.2% | -3.4% |
| 6M | +1.7% | +2.2% | -0.5% | -0.9% |
| YTD | +12.2% | +10.6% | +1.7% | +0.9% |
| 1Y | +15.4% | +12.5% | +2.9% | +1.9% |
| 3Y | +73.3% | +61.4% | +11.9% | +6.1% |
| 5Y | +24.7% | +33.4% | -8.7% | -8.4% |
| All | +309.6% | +196.6% | +113.0% | +20.1% |
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