+32.3%
NSC vs VTEB
+2.5%
+29.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +2.5% | -1.2% | +3.7% | +3.4% |
| 30D | +1.7% | +2.5% | -0.8% | -0.2% |
| 3M | -2.6% | -1.7% | -0.9% | -1.2% |
| 6M | +6.4% | -1.2% | +7.7% | +7.5% |
| YTD | +15.5% | -0.5% | +16.0% | +16.0% |
| 1Y | +17.6% | -0.1% | +17.7% | +17.7% |
| 3Y | +75.0% | +10.5% | +64.5% | +57.4% |
| All | +32.3% | +2.5% | +29.8% | +21.8% |
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