+349.1%
VT vs NSC
+684.5%
-335.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +1.5% |
| 7D | -2.3% | -6.6% | +4.3% | +0.8% |
| 30D | -5.0% | +2.2% | -7.1% | -6.0% |
| 3M | -4.9% | -6.2% | +1.3% | -2.3% |
| 6M | -1.5% | +1.7% | -3.2% | -3.1% |
| YTD | +8.5% | +12.2% | -3.7% | +1.4% |
| 1Y | +11.4% | +15.4% | -4.0% | +2.7% |
| 3Y | +70.1% | +73.3% | -3.3% | +25.1% |
| 5Y | +53.7% | +24.7% | +29.0% | +30.4% |
| 10Y | +220.0% | +324.5% | -104.5% | +35.4% |
| All | +349.1% | +684.5% | -335.5% | +20.8% |
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