+41.0%
NSC vs VSXY
+37.4%
+3.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.3% |
| 7D | -5.5% | -14.0% | +8.5% | -4.3% |
| 30D | -3.2% | -15.9% | +12.7% | -1.8% |
| 3M | +7.7% | +3.4% | +4.3% | +6.8% |
| 6M | +4.5% | +25.9% | -21.4% | +0.3% |
| YTD | +15.6% | +39.5% | -23.9% | +9.3% |
| 1Y | +19.8% | +194.4% | -174.5% | +3.3% |
| 3Y | +70.1% | +281.4% | -211.3% | +34.6% |
| 5Y | +46.1% | +12.8% | +33.3% | +27.0% |
| All | +41.0% | +37.4% | +3.6% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling