+221.8%
VT vs NSC
+296.2%
-74.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +2.4% | +2.5% | -0.1% | +1.4% |
| 30D | -1.5% | +1.7% | -3.2% | -2.2% |
| 3M | -4.1% | -2.6% | -1.6% | -3.3% |
| 6M | +0.6% | +6.4% | -5.9% | -2.6% |
| YTD | +11.0% | +15.5% | -4.4% | +3.6% |
| 1Y | +13.3% | +17.6% | -4.3% | +4.9% |
| 3Y | +73.4% | +75.0% | -1.6% | +31.8% |
| 5Y | +57.4% | +32.2% | +25.3% | +33.3% |
| All | +221.8% | +296.2% | -74.4% | +78.9% |
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