+40.1%
VG vs NSC
+16.9%
+23.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.4% |
| 7D | -8.3% | -5.4% | -3.0% | -8.5% |
| 30D | -10.3% | +2.9% | -13.3% | -10.5% |
| 3M | -10.8% | -2.2% | -8.6% | -11.1% |
| 6M | +3.5% | +5.3% | -1.8% | +3.1% |
| YTD | +74.0% | +14.8% | +59.2% | +63.8% |
| All | +40.1% | +16.9% | +23.2% | +29.6% |
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