+1,024.4%
VRT vs NSC
+46.6%
+977.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +3.9% |
| 7D | +13.6% | -1.5% | +15.1% | +14.6% |
| 30D | +6.8% | -1.9% | +8.7% | +7.7% |
| 3M | -3.2% | +6.2% | -9.4% | -7.2% |
| 6M | +20.3% | +9.2% | +11.2% | +13.1% |
| YTD | +79.6% | +15.0% | +64.6% | +63.1% |
| 1Y | +139.0% | +21.1% | +117.9% | +109.5% |
| 3Y | +644.6% | +78.6% | +566.0% | +372.8% |
| 5Y | +1,024.4% | +45.9% | +978.5% | +752.4% |
| All | +1,024.4% | +46.6% | +977.7% | +752.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling