+644.6%
VRT vs NSC
+77.9%
+566.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +3.9% |
| 7D | +13.6% | -1.5% | +15.1% | +14.3% |
| 30D | +6.8% | -1.9% | +8.7% | +7.4% |
| 3M | -3.2% | +6.2% | -9.4% | -6.1% |
| 6M | +20.3% | +9.2% | +11.2% | +15.2% |
| YTD | +79.6% | +15.0% | +64.6% | +67.7% |
| 1Y | +139.0% | +21.1% | +117.9% | +117.5% |
| 3Y | +644.6% | +78.6% | +566.0% | +438.8% |
| All | +644.6% | +77.9% | +566.7% | +438.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling