-46.6%
VG vs NSC
+35.4%
-82.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.1% |
| 7D | +5.5% | -3.5% | +9.0% | +7.4% |
| 30D | -3.6% | +3.9% | -7.5% | -6.0% |
| 3M | -4.0% | -0.8% | -3.2% | -4.4% |
| 6M | +9.4% | +7.1% | +2.3% | +3.0% |
| YTD | +86.6% | +16.4% | +70.2% | +60.6% |
| 1Y | +69.5% | +16.9% | +52.6% | +44.9% |
| All | -46.6% | +35.4% | -82.0% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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