+379.7%
VRT vs NSC
+77.7%
+301.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.0% |
| 7D | +10.5% | +2.5% | +8.0% | +9.5% |
| 30D | -9.3% | +1.7% | -11.0% | -9.8% |
| 3M | -29.6% | -2.6% | -27.0% | -28.9% |
| 6M | -45.4% | +6.4% | -51.8% | -47.0% |
| YTD | +24.8% | +15.5% | +9.3% | +16.8% |
| 1Y | +23.6% | +17.6% | +6.0% | +14.7% |
| 3Y | +379.7% | +75.0% | +304.7% | +292.7% |
| All | +379.7% | +77.7% | +301.9% | +292.7% |
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