+0.3%
VG vs NSC
+7.7%
-7.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.8% |
| 7D | +15.1% | +1.6% | +13.5% | +15.2% |
| 30D | -4.2% | +4.2% | -8.4% | -4.1% |
| 3M | -3.1% | -0.2% | -2.9% | -3.8% |
| 6M | +0.3% | +7.6% | -7.2% | +0.7% |
| All | +0.3% | +7.7% | -7.4% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling