+335.7%
NSC vs VTR
+87.8%
+247.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | -3.2% | -2.8% | -0.4% | -2.4% |
| 3M | +3.9% | +9.0% | -5.1% | +0.9% |
| 6M | +7.8% | +5.0% | +2.8% | +5.8% |
| YTD | +13.4% | +16.9% | -3.5% | +7.6% |
| 1Y | +20.3% | +34.3% | -14.0% | +9.2% |
| 3Y | +76.1% | +131.6% | -55.5% | +33.7% |
| 5Y | +45.0% | +88.0% | -43.0% | +15.4% |
| 10Y | +335.7% | +97.8% | +237.9% | +192.5% |
| All | +335.7% | +87.8% | +247.9% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling