+1,816.4%
NSC vs VRSN
+7,034.5%
-5,218.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | -6.6% | +0.5% | -7.1% | -6.7% |
| 30D | +2.2% | +4.9% | -2.8% | +1.5% |
| 3M | -6.2% | +5.8% | -12.0% | -7.1% |
| 6M | +1.7% | +12.6% | -10.9% | -0.3% |
| YTD | +12.2% | +28.2% | -16.0% | +7.7% |
| 1Y | +15.4% | +30.4% | -15.0% | +10.5% |
| 3Y | +73.3% | +54.6% | +18.8% | +61.4% |
| 5Y | +24.7% | +35.1% | -10.4% | +17.7% |
| 10Y | +324.5% | +294.0% | +30.5% | +251.3% |
| All | +1,816.4% | +7,034.5% | -5,218.1% | +1,038.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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