+911.1%
NSC vs VYM
+492.8%
+418.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -3.2% | -0.5% | -2.7% | -2.6% |
| 3M | +7.7% | +3.0% | +4.7% | +3.9% |
| 6M | +4.5% | +8.2% | -3.7% | -4.6% |
| YTD | +15.6% | +15.8% | -0.2% | -2.4% |
| 1Y | +19.8% | +20.8% | -1.0% | -3.8% |
| 3Y | +70.1% | +65.3% | +4.8% | -4.0% |
| 5Y | +46.1% | +76.6% | -30.5% | -23.4% |
| 10Y | +328.1% | +203.9% | +124.2% | +24.6% |
| All | +911.1% | +492.8% | +418.3% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling