+284.9%
NSC vs VTRS
-30.6%
+315.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +2.5% | +4.6% | -2.1% | +1.4% |
| 30D | +1.7% | +19.4% | -17.7% | -2.5% |
| 3M | -2.6% | +30.8% | -33.3% | -8.7% |
| 6M | +6.4% | +21.6% | -15.2% | +1.1% |
| YTD | +15.5% | +71.2% | -55.7% | +0.6% |
| 1Y | +17.6% | +97.6% | -80.0% | -1.1% |
| 3Y | +75.0% | +163.9% | -88.9% | +33.8% |
| 5Y | +32.2% | +82.1% | -49.9% | +7.8% |
| All | +284.9% | -30.6% | +315.4% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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