+793.3%
NSSC vs VT
+215.5%
+577.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -23.2% | -2.3% | -20.8% | -21.2% |
| 30D | -14.1% | -5.0% | -9.1% | -9.3% |
| 3M | -25.7% | -4.9% | -20.9% | -21.8% |
| 6M | -26.0% | -1.5% | -24.5% | -24.9% |
| YTD | -26.6% | +8.5% | -35.1% | -32.4% |
| 1Y | -28.3% | +11.4% | -39.6% | -35.6% |
| 3Y | +38.1% | +70.1% | -32.0% | -17.3% |
| 5Y | +32.2% | +53.7% | -21.5% | -12.7% |
| All | +793.3% | +215.5% | +577.8% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling