+299.9%
NSC vs VTR
+135.2%
+164.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.5% | +1.4% | -4.9% | -3.9% |
| 30D | +3.9% | +8.2% | -4.3% | +1.3% |
| 3M | -0.8% | +4.6% | -5.4% | -2.3% |
| 6M | +7.1% | +4.3% | +2.8% | +5.2% |
| YTD | +16.4% | +19.0% | -2.6% | +9.7% |
| 1Y | +16.9% | +21.6% | -4.7% | +9.3% |
| 3Y | +78.4% | +132.2% | -53.8% | +34.8% |
| 5Y | +33.1% | +94.4% | -61.3% | +4.7% |
| 10Y | +299.9% | +133.5% | +166.4% | +158.1% |
| All | +299.9% | +135.2% | +164.7% | +158.1% |
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