+326.9%
NSC vs VSH
+170.2%
+156.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -1.5% | +6.2% | -7.7% | -3.2% |
| 30D | -1.9% | -11.1% | +9.2% | +1.0% |
| 3M | +6.2% | -44.9% | +51.1% | +22.2% |
| 6M | +9.2% | +90.0% | -80.8% | -19.6% |
| YTD | +15.0% | +118.8% | -103.8% | -20.3% |
| 1Y | +21.1% | +109.0% | -87.9% | -15.8% |
| 3Y | +78.6% | +35.6% | +43.0% | +38.2% |
| 5Y | +45.9% | +66.7% | -20.8% | -0.1% |
| 10Y | +326.9% | +167.9% | +158.9% | +113.7% |
| All | +326.9% | +170.2% | +156.6% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VSH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling