-44.1%
VG vs NSC
+36.5%
-80.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.3% |
| 7D | +15.1% | +1.6% | +13.5% | +14.2% |
| 30D | -4.2% | +4.2% | -8.4% | -6.7% |
| 3M | -3.1% | -0.2% | -2.9% | -3.7% |
| 6M | +0.3% | +7.6% | -7.2% | -5.7% |
| YTD | +95.5% | +17.4% | +78.1% | +67.6% |
| 1Y | +64.4% | +18.3% | +46.1% | +39.5% |
| All | -44.1% | +36.5% | -80.5% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling