+45.3%
NSC vs VTEB
+0.8%
+44.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.6% |
| 7D | -1.4% | -1.2% | -0.2% | -0.4% |
| 30D | -3.4% | -2.9% | -0.5% | -1.1% |
| 3M | +5.1% | -3.2% | +8.2% | +7.8% |
| 6M | +9.2% | -2.6% | +11.9% | +11.6% |
| YTD | +13.4% | -1.8% | +15.2% | +15.1% |
| 1Y | +20.8% | +0.2% | +20.6% | +20.6% |
| 3Y | +76.1% | +8.2% | +67.9% | +61.2% |
| 5Y | +45.3% | +0.8% | +44.4% | +33.1% |
| All | +45.3% | +0.8% | +44.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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