+57.5%
VT vs NSC
+31.3%
+26.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | +2.4% | +2.5% | -0.1% | +1.5% |
| 30D | -1.5% | +1.7% | -3.2% | -2.1% |
| 3M | -4.1% | -2.6% | -1.6% | -3.4% |
| 6M | +0.6% | +6.4% | -5.9% | -2.1% |
| YTD | +11.0% | +15.5% | -4.4% | +4.6% |
| 1Y | +13.3% | +17.6% | -4.3% | +6.0% |
| 3Y | +73.4% | +75.0% | -1.6% | +34.8% |
| All | +57.5% | +31.3% | +26.3% | +33.0% |
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