+751.1%
NSC vs VT
+356.1%
+395.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | -1.6% | +2.0% | +1.9% |
| 30D | +7.4% | -2.5% | +9.9% | +9.9% |
| 3M | +1.7% | -1.3% | +3.0% | +2.7% |
| 6M | +8.8% | +3.1% | +5.7% | +4.7% |
| YTD | +19.6% | +10.9% | +8.7% | +6.6% |
| 1Y | +23.0% | +12.1% | +10.9% | +8.4% |
| 3Y | +85.4% | +73.9% | +11.5% | +5.5% |
| 5Y | +31.6% | +58.0% | -26.3% | -18.3% |
| 10Y | +351.7% | +225.5% | +126.2% | +42.4% |
| All | +751.1% | +356.1% | +395.0% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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