+1,112.0%
VST vs NSC
+320.5%
+791.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.8% | +13.4% | +11.6% |
| 7D | -9.8% | -6.6% | -3.2% | -7.5% |
| 30D | -25.1% | +2.2% | -27.3% | -26.1% |
| 3M | -11.6% | -6.2% | -5.4% | -9.8% |
| 6M | -20.9% | +1.7% | -22.6% | -22.2% |
| YTD | -22.3% | +12.2% | -34.5% | -26.9% |
| 1Y | -32.0% | +15.4% | -47.4% | -36.8% |
| 3Y | +262.4% | +73.3% | +189.1% | +175.5% |
| 5Y | +563.4% | +24.7% | +538.7% | +472.1% |
| All | +1,112.0% | +320.5% | +791.5% | +628.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling