-20.9%
VST vs NSC
+20.4%
-41.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | +8.9% | -5.5% | +14.4% | +9.3% |
| 30D | +6.2% | -3.2% | +9.4% | +6.4% |
| 3M | -2.7% | +7.7% | -10.4% | -3.5% |
| 6M | -8.4% | +4.5% | -12.9% | -8.9% |
| YTD | -7.2% | +15.6% | -22.8% | -8.7% |
| 1Y | -20.9% | +19.8% | -40.7% | -18.6% |
| All | -20.9% | +20.4% | -41.3% | -18.6% |
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