+1,313.5%
NSSC vs VT
+345.0%
+968.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.5% | -3.1% |
| 7D | -25.0% | -4.2% | -20.8% | -23.0% |
| 30D | -18.1% | -5.8% | -12.3% | -15.1% |
| 3M | -25.3% | -5.2% | -20.1% | -22.8% |
| 6M | -27.6% | +0.1% | -27.8% | -27.6% |
| YTD | -27.2% | +8.2% | -35.4% | -30.2% |
| 1Y | -31.4% | +10.1% | -41.5% | -34.9% |
| 3Y | +66.5% | +69.7% | -3.2% | +26.0% |
| 5Y | +31.1% | +53.4% | -22.3% | +4.7% |
| 10Y | +792.2% | +219.2% | +573.0% | +429.1% |
| All | +1,313.5% | +345.0% | +968.5% | +577.4% |
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