+301.1%
VST vs NSC
+80.6%
+220.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +19.2% | +1.6% | +17.5% | +18.7% |
| 30D | -17.2% | +4.2% | -21.3% | -18.1% |
| 3M | -8.1% | -0.2% | -7.9% | -8.2% |
| 6M | -8.1% | +7.6% | -15.7% | -10.3% |
| YTD | -16.3% | +17.4% | -33.6% | -20.4% |
| 1Y | -24.1% | +18.3% | -42.4% | -28.1% |
| All | +301.1% | +80.6% | +220.5% | +244.5% |
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 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