+5,605.4%
NSC vs VTRS
+567.8%
+5,037.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.5% | +3.3% | -8.8% | -6.1% |
| 30D | -3.2% | -3.6% | +0.4% | -2.7% |
| 3M | +7.7% | +7.0% | +0.7% | +6.2% |
| 6M | +4.5% | +17.5% | -12.9% | +1.2% |
| YTD | +15.6% | +38.8% | -23.2% | +8.4% |
| 1Y | +19.8% | +69.2% | -49.4% | +8.2% |
| 3Y | +70.1% | +77.5% | -7.4% | +50.3% |
| 5Y | +46.1% | +39.9% | +6.2% | +32.4% |
| 10Y | +328.1% | -47.1% | +375.2% | +332.9% |
| All | +5,605.4% | +567.8% | +5,037.6% | +3,472.5% |
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 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