+377.4%
VT vs NSC
+707.9%
-330.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +0.4% | -5.5% | +6.0% | +3.1% |
| 30D | +1.0% | -3.2% | +4.2% | +2.4% |
| 3M | +2.4% | +7.7% | -5.3% | -1.5% |
| 6M | +12.0% | +4.5% | +7.5% | +8.7% |
| YTD | +15.3% | +15.6% | -0.2% | +6.6% |
| 1Y | +22.6% | +19.8% | +2.7% | +11.2% |
| 3Y | +74.7% | +70.1% | +4.6% | +29.7% |
| 5Y | +66.1% | +46.1% | +20.0% | +30.4% |
| 10Y | +225.0% | +328.1% | -103.1% | +37.2% |
| All | +377.4% | +707.9% | -330.4% | +26.9% |
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 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