-51.4%
VG vs NSC
+30.5%
-81.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.5% |
| 7D | -22.0% | -6.6% | -15.4% | -19.4% |
| 30D | -11.6% | +2.2% | -13.8% | -13.3% |
| 3M | -14.9% | -6.2% | -8.7% | -12.6% |
| 6M | -3.5% | +1.7% | -5.2% | -6.5% |
| YTD | +70.0% | +12.2% | +57.7% | +49.0% |
| 1Y | +50.0% | +15.4% | +34.6% | +27.4% |
| All | -51.4% | +30.5% | -81.8% | -68.7% |
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