-44.6%
VG vs NSC
+34.3%
-78.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | +14.0% | +2.5% | +11.5% | +12.6% |
| 30D | -1.0% | +1.7% | -2.7% | -2.3% |
| 3M | -2.7% | -2.6% | -0.1% | -2.1% |
| 6M | +1.5% | +6.4% | -4.9% | -4.2% |
| YTD | +93.7% | +15.5% | +78.2% | +67.4% |
| 1Y | +68.5% | +17.6% | +50.9% | +42.6% |
| All | -44.6% | +34.3% | -78.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling