+45.3%
NSC vs VTRS
+41.7%
+3.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -2.0% | -3.5% | +1.4% | -1.3% |
| 30D | -3.2% | +2.1% | -5.3% | -3.7% |
| 3M | +3.9% | +2.6% | +1.3% | +3.0% |
| 6M | +7.8% | +17.8% | -10.0% | +3.1% |
| YTD | +13.4% | +35.7% | -22.2% | +4.6% |
| 1Y | +20.3% | +63.5% | -43.2% | +5.7% |
| 3Y | +76.1% | +85.1% | -9.0% | +45.5% |
| All | +45.3% | +41.7% | +3.6% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling