+109.6%
VRT vs NSC
+19.4%
+90.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -9.3% |
| 7D | +2.4% | -2.0% | +4.5% | +2.9% |
| 30D | -2.7% | -3.2% | +0.5% | -2.1% |
| 3M | -9.2% | +3.9% | -13.1% | -10.2% |
| 6M | -0.5% | +7.8% | -8.3% | -3.3% |
| YTD | +62.3% | +13.4% | +48.9% | +59.3% |
| 1Y | +109.6% | +20.3% | +89.3% | +102.0% |
| All | +109.6% | +19.4% | +90.1% | +102.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling