+2,545.5%
VRT vs NSC
+128.1%
+2,417.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -8.9% |
| 7D | +2.4% | -2.0% | +4.5% | +3.5% |
| 30D | -2.7% | -3.2% | +0.5% | -1.2% |
| 3M | -9.2% | +3.9% | -13.1% | -11.2% |
| 6M | -0.5% | +7.8% | -8.3% | -4.7% |
| YTD | +62.3% | +13.4% | +48.9% | +51.3% |
| 1Y | +109.6% | +20.3% | +89.3% | +89.2% |
| 3Y | +573.1% | +76.1% | +497.0% | +389.4% |
| 5Y | +953.6% | +45.0% | +908.6% | +748.3% |
| All | +2,545.5% | +128.1% | +2,417.4% | +1,584.4% |
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