+69.7%
VT vs NSC
+79.1%
-9.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.3% | -3.0% |
| 7D | -4.2% | -3.8% | -0.4% | -3.2% |
| 30D | -5.8% | +4.1% | -9.9% | -6.7% |
| 3M | -5.2% | -3.3% | -2.0% | -4.5% |
| 6M | +0.1% | +5.9% | -5.7% | -1.7% |
| YTD | +8.2% | +15.5% | -7.3% | +3.4% |
| 1Y | +10.1% | +19.3% | -9.2% | +4.2% |
| All | +69.7% | +79.1% | -9.5% | +40.3% |
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