+348.0%
VT vs NSC
+707.4%
-359.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.3% | -2.1% |
| 7D | -4.2% | -3.8% | -0.4% | -2.4% |
| 30D | -5.8% | +4.1% | -9.9% | -7.6% |
| 3M | -5.2% | -3.3% | -2.0% | -4.0% |
| 6M | +0.1% | +5.9% | -5.7% | -3.3% |
| YTD | +8.2% | +15.5% | -7.3% | -0.1% |
| 1Y | +10.1% | +19.3% | -9.2% | 0.0% |
| 3Y | +69.7% | +79.0% | -9.4% | +23.0% |
| 5Y | +53.4% | +28.3% | +25.1% | +28.4% |
| 10Y | +219.2% | +336.8% | -117.6% | +33.3% |
| All | +348.0% | +707.4% | -359.3% | +18.9% |
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