+27.2%
NSC vs VTR
+101.5%
-74.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | -5.4% | +3.2% | -8.6% | -6.4% |
| 30D | +2.9% | +9.1% | -6.1% | -0.3% |
| 3M | -2.2% | -3.6% | +1.4% | -1.1% |
| 6M | +5.3% | +3.8% | +1.5% | +3.3% |
| YTD | +14.8% | +17.8% | -3.0% | +7.4% |
| 1Y | +16.6% | +20.5% | -4.0% | +8.1% |
| 3Y | +78.6% | +132.4% | -53.8% | +26.2% |
| 5Y | +27.2% | +99.9% | -72.7% | -6.9% |
| All | +27.2% | +101.5% | -74.3% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling