+328.9%
NSC vs VSH
+173.1%
+155.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.7% |
| 7D | -5.5% | +4.1% | -9.6% | -6.6% |
| 30D | -3.2% | -4.2% | +0.9% | -2.6% |
| 3M | +7.7% | -50.0% | +57.6% | +27.4% |
| 6M | +4.5% | +80.2% | -75.7% | -21.6% |
| YTD | +15.6% | +121.1% | -105.5% | -20.1% |
| 1Y | +19.8% | +112.0% | -92.2% | -17.0% |
| 3Y | +70.1% | +22.5% | +47.6% | +37.4% |
| 5Y | +46.1% | +64.0% | -17.9% | +1.0% |
| All | +328.9% | +173.1% | +155.8% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling