+910.4%
NSC vs VYM
+498.6%
+411.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.5% | +3.7% | -1.2% | -1.7% |
| 30D | +1.7% | +3.7% | -2.0% | -2.4% |
| 3M | -2.6% | -0.7% | -1.8% | -1.7% |
| 6M | +6.4% | +7.2% | -0.8% | -1.8% |
| YTD | +15.5% | +16.9% | -1.5% | -3.6% |
| 1Y | +17.6% | +19.6% | -2.0% | -4.4% |
| 3Y | +75.0% | +74.6% | +0.4% | -7.4% |
| 5Y | +32.2% | +72.3% | -40.2% | -28.7% |
| 10Y | +296.6% | +206.5% | +90.1% | +14.2% |
| All | +910.4% | +498.6% | +411.8% | +48.6% |
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