+1,908.4%
NSC vs VTR
+1,499.7%
+408.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | -5.5% | -1.7% | -3.8% | -5.1% |
| 30D | -3.2% | -2.4% | -0.8% | -2.7% |
| 3M | +7.7% | +14.8% | -7.1% | +3.8% |
| 6M | +4.5% | +5.3% | -0.8% | +2.9% |
| YTD | +15.6% | +18.1% | -2.5% | +10.5% |
| 1Y | +19.8% | +36.7% | -16.9% | +10.4% |
| 3Y | +70.1% | +130.1% | -60.0% | +36.8% |
| 5Y | +46.1% | +89.5% | -43.4% | +21.8% |
| 10Y | +328.1% | +87.4% | +240.7% | +230.3% |
| All | +1,908.4% | +1,499.7% | +408.7% | +937.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling