+219.2%
VT vs NSC
+301.1%
-81.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.1% | -3.4% | +3.3% | +1.3% |
| 30D | -3.1% | +3.6% | -6.7% | -4.5% |
| 3M | -3.5% | -1.4% | -2.1% | -3.1% |
| 6M | +0.5% | +6.0% | -5.5% | -2.5% |
| YTD | +10.8% | +15.5% | -4.7% | +3.3% |
| 1Y | +11.9% | +16.2% | -4.3% | +4.1% |
| 3Y | +73.0% | +76.9% | -4.0% | +30.9% |
| 5Y | +58.6% | +29.3% | +29.3% | +35.6% |
| 10Y | +219.2% | +298.3% | -79.1% | +77.6% |
| All | +219.2% | +301.1% | -81.9% | +77.6% |
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 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