+1,636.1%
NSSC vs VT
+374.2%
+1,261.9%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.7% | +0.4% | +4.2% | +4.4% |
| 30D | -8.3% | +1.0% | -9.2% | -8.8% |
| 3M | +3.9% | +2.4% | +1.5% | +2.5% |
| 6M | -14.4% | +12.0% | -26.4% | -19.8% |
| YTD | -10.6% | +15.3% | -25.9% | -17.6% |
| 1Y | -4.3% | +22.6% | -26.9% | -14.8% |
| 3Y | +58.9% | +74.7% | -15.8% | +17.8% |
| 5Y | +96.1% | +66.1% | +30.0% | +49.5% |
| 10Y | +982.0% | +225.0% | +757.0% | +526.3% |
| All | +1,636.1% | +374.2% | +1,261.9% | +700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling