+298.3%
NSC vs VSH
+117.5%
+180.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -3.4% | -1.6% | -1.8% | -3.5% |
| 30D | +3.6% | -21.3% | +24.9% | +8.9% |
| 3M | -1.4% | -18.9% | +17.5% | +1.8% |
| 6M | +6.0% | -21.4% | +27.4% | +3.2% |
| YTD | +15.5% | +86.8% | -71.3% | -18.2% |
| 1Y | +16.2% | +85.8% | -69.5% | -17.8% |
| 3Y | +76.9% | +30.1% | +46.8% | +33.6% |
| 5Y | +29.3% | +42.8% | -13.5% | -9.3% |
| 10Y | +298.3% | +121.2% | +177.1% | +112.3% |
| All | +298.3% | +117.5% | +180.8% | +112.3% |
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