+9.4%
VG vs NSC
+20.5%
-11.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -2.5% | -1.5% | -1.0% | -2.2% |
| 30D | +11.1% | -1.9% | +13.0% | +11.2% |
| 3M | +14.9% | +6.2% | +8.7% | +12.7% |
| 6M | +18.4% | +9.2% | +9.2% | +14.9% |
| YTD | +116.6% | +15.0% | +101.6% | +90.6% |
| 1Y | +9.4% | +21.1% | -11.7% | -0.8% |
| All | +9.4% | +20.5% | -11.1% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling