+462.4%
NSC vs VTEB
+26.0%
+436.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -2.0% | -0.7% | -1.4% | -1.7% |
| 30D | -3.2% | -2.1% | -1.1% | -2.1% |
| 3M | +3.9% | -2.7% | +6.6% | +5.4% |
| 6M | +7.8% | -2.1% | +9.9% | +9.0% |
| YTD | +13.4% | -1.1% | +14.5% | +14.1% |
| 1Y | +20.3% | +1.3% | +19.0% | +19.5% |
| 3Y | +76.1% | +9.0% | +67.1% | +68.0% |
| 5Y | +45.0% | +1.5% | +43.5% | +42.1% |
| 10Y | +335.7% | +18.5% | +317.2% | +428.9% |
| All | +462.4% | +26.0% | +436.5% | +760.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling