+373.4%
VST vs NSC
+70.9%
+302.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +8.9% | -5.5% | +14.4% | +10.4% |
| 30D | +6.2% | -3.2% | +9.4% | +7.0% |
| 3M | -2.7% | +7.7% | -10.4% | -4.7% |
| 6M | -8.4% | +4.5% | -12.9% | -9.7% |
| YTD | -7.2% | +15.6% | -22.8% | -11.1% |
| 1Y | -20.9% | +19.8% | -40.7% | -25.1% |
| All | +373.4% | +70.9% | +302.5% | +304.2% |
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