+608.4%
VST vs NSC
+31.3%
+577.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +6.6% | +2.5% | +4.1% | +5.9% |
| 30D | -12.4% | +1.7% | -14.1% | -12.9% |
| 3M | -9.0% | -2.6% | -6.4% | -8.6% |
| 6M | -6.4% | +6.4% | -12.9% | -8.8% |
| YTD | -17.2% | +15.5% | -32.7% | -21.5% |
| 1Y | -22.0% | +17.6% | -39.6% | -26.6% |
| 3Y | +296.7% | +75.0% | +221.7% | +218.5% |
| All | +608.4% | +31.3% | +577.1% | +502.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling