+2,010.2%
VRT vs NSC
+136.1%
+1,874.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +18.6% | +1.6% | +17.0% | +17.7% |
| 30D | -11.7% | +4.2% | -15.8% | -13.4% |
| 3M | -27.3% | -0.2% | -27.0% | -27.4% |
| 6M | -42.9% | +7.6% | -50.4% | -45.3% |
| YTD | +29.5% | +17.4% | +12.1% | +18.6% |
| 1Y | +21.0% | +18.3% | +2.8% | +10.3% |
| 3Y | +403.1% | +79.8% | +323.3% | +262.0% |
| 5Y | +688.8% | +34.3% | +654.5% | +553.0% |
| All | +2,010.2% | +136.1% | +1,874.1% | +1,220.0% |
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 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