+1,162.4%
VST vs NSC
+301.1%
+861.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.3% |
| 7D | -6.0% | -3.4% | -2.6% | -4.8% |
| 30D | -18.8% | +3.6% | -22.4% | -20.1% |
| 3M | -8.0% | -1.4% | -6.6% | -7.9% |
| 6M | -10.9% | +6.0% | -16.9% | -13.8% |
| YTD | -18.3% | +15.5% | -33.8% | -23.9% |
| 1Y | -29.9% | +16.2% | -46.2% | -35.0% |
| 3Y | +290.3% | +76.9% | +213.4% | +194.5% |
| 5Y | +635.3% | +29.3% | +606.0% | +525.0% |
| 10Y | +1,162.4% | +298.3% | +864.1% | +637.5% |
| All | +1,162.4% | +301.1% | +861.2% | +637.5% |
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