+5,440.5%
NSC vs VSH
+1,203.4%
+4,237.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.7% | -8.5% | -4.0% |
| 7D | -6.6% | -12.9% | +6.3% | -4.2% |
| 30D | +2.2% | -36.9% | +39.0% | +11.4% |
| 3M | -6.2% | -28.8% | +22.6% | -1.1% |
| 6M | +1.7% | -30.3% | +32.0% | +3.8% |
| YTD | +12.2% | +62.4% | -50.1% | -6.3% |
| 1Y | +15.4% | +62.5% | -47.1% | -3.9% |
| 3Y | +73.3% | +7.4% | +65.9% | +52.6% |
| 5Y | +24.7% | +25.4% | -0.8% | +4.8% |
| 10Y | +324.5% | +102.6% | +221.8% | +214.5% |
| All | +5,440.5% | +1,203.4% | +4,237.1% | +2,220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling