+1,855.0%
VRT vs NSC
+132.3%
+1,722.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.8% | -3.4% |
| 7D | -17.7% | -3.4% | -14.3% | -16.1% |
| 30D | -20.0% | +3.6% | -23.6% | -21.4% |
| 3M | -28.1% | -1.4% | -26.7% | -27.8% |
| 6M | -42.8% | +6.0% | -48.8% | -44.9% |
| YTD | +20.0% | +15.5% | +4.5% | +10.7% |
| 1Y | +3.5% | +16.2% | -12.7% | -4.9% |
| 3Y | +366.1% | +76.9% | +289.2% | +237.9% |
| 5Y | +632.2% | +29.3% | +602.9% | +516.0% |
| All | +1,855.0% | +132.3% | +1,722.7% | +1,132.1% |
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