+1,216.9%
VST vs NSC
+318.9%
+898.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +8.9% | -5.5% | +14.4% | +11.3% |
| 30D | +6.2% | -3.2% | +9.4% | +7.5% |
| 3M | -2.7% | +7.7% | -10.4% | -5.9% |
| 6M | -8.4% | +4.5% | -12.9% | -10.6% |
| YTD | -7.2% | +15.6% | -22.8% | -13.2% |
| 1Y | -20.9% | +19.8% | -40.7% | -27.3% |
| 3Y | +384.0% | +70.1% | +313.9% | +273.0% |
| 5Y | +757.1% | +46.1% | +710.9% | +590.8% |
| All | +1,216.9% | +318.9% | +898.0% | +688.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling