+78.6%
NSC vs VTR
+121.9%
-43.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -5.4% | +3.2% | -8.6% | -6.2% |
| 30D | +2.9% | +9.1% | -6.1% | +0.2% |
| 3M | -2.2% | -3.6% | +1.4% | -1.3% |
| 6M | +5.3% | +3.8% | +1.5% | +3.5% |
| YTD | +14.8% | +17.8% | -3.0% | +8.3% |
| 1Y | +16.6% | +20.5% | -4.0% | +9.1% |
| 3Y | +78.6% | +132.4% | -53.8% | +26.6% |
| All | +78.6% | +121.9% | -43.3% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling