+45.9%
NSC vs VSXY
+21.5%
+24.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.3% | -0.8% |
| 7D | -1.5% | -6.8% | +5.3% | -0.9% |
| 30D | -1.9% | -20.4% | +18.4% | +0.1% |
| 3M | +6.2% | +2.9% | +3.3% | +5.4% |
| 6M | +9.2% | +67.9% | -58.7% | +1.3% |
| YTD | +15.0% | +44.9% | -29.8% | +8.0% |
| 1Y | +21.1% | +205.9% | -184.8% | +2.9% |
| 3Y | +78.6% | +373.9% | -295.3% | +34.1% |
| 5Y | +45.9% | +23.5% | +22.4% | +25.7% |
| All | +45.9% | +21.5% | +24.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling