+5,601.4%
NSC vs VTRS
+723.7%
+4,877.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +2.5% | +4.6% | -2.1% | +1.7% |
| 30D | +1.7% | +19.4% | -17.7% | -1.5% |
| 3M | -2.6% | +30.8% | -33.3% | -7.2% |
| 6M | +6.4% | +21.6% | -15.2% | +2.4% |
| YTD | +15.5% | +71.2% | -55.7% | +4.2% |
| 1Y | +17.6% | +97.6% | -80.0% | +3.4% |
| 3Y | +75.0% | +163.9% | -88.9% | +44.1% |
| 5Y | +32.2% | +82.1% | -49.9% | +14.3% |
| 10Y | +296.6% | -31.3% | +327.9% | +283.6% |
| All | +5,601.4% | +723.7% | +4,877.7% | +3,335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling