+45.0%
NSC vs VYM
+76.9%
-31.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -2.0% | -1.0% | -1.1% | -1.0% |
| 30D | -3.2% | -2.0% | -1.2% | -0.9% |
| 3M | +3.9% | +3.1% | +0.9% | +0.4% |
| 6M | +7.8% | +8.9% | -1.1% | -2.3% |
| YTD | +13.4% | +14.7% | -1.3% | -3.2% |
| 1Y | +20.3% | +19.4% | +0.9% | -2.2% |
| 3Y | +76.1% | +65.4% | +10.7% | -0.9% |
| 5Y | +45.0% | +77.6% | -32.6% | -23.5% |
| All | +45.0% | +76.9% | -31.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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