+800.0%
VGT vs NSC
+332.1%
+467.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -0.2% | -2.8% | +2.6% | +1.1% |
| 30D | -0.4% | -4.5% | +4.1% | +1.6% |
| 3M | +4.4% | +3.5% | +0.9% | +2.2% |
| 6M | +32.1% | +8.5% | +23.5% | +25.7% |
| YTD | +28.8% | +12.3% | +16.4% | +20.2% |
| 1Y | +35.3% | +18.9% | +16.4% | +22.7% |
| 3Y | +124.8% | +74.1% | +50.6% | +63.7% |
| 5Y | +137.9% | +43.9% | +94.0% | +88.6% |
| All | +800.0% | +332.1% | +467.9% | +353.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling