+2,260.0%
VGT vs NSC
+2,277.0%
-17.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | +1.5% | -2.0% | +3.5% | +2.4% |
| 30D | +0.5% | -3.2% | +3.7% | +1.8% |
| 3M | +5.3% | +3.9% | +1.3% | +3.1% |
| 6M | +32.4% | +7.8% | +24.7% | +27.0% |
| YTD | +28.6% | +13.4% | +15.2% | +20.2% |
| 1Y | +37.6% | +20.3% | +17.3% | +25.3% |
| 3Y | +125.5% | +76.1% | +49.4% | +69.4% |
| 5Y | +135.2% | +45.0% | +90.2% | +90.9% |
| 10Y | +812.9% | +335.7% | +477.2% | +345.5% |
| All | +2,260.0% | +2,277.0% | -17.0% | +458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling