+14.9%
VTI vs NSC
+24.4%
-9.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | -0.6% | +1.8% | -2.4% | -0.7% |
| 30D | -1.0% | +8.8% | -9.8% | -1.7% |
| 3M | -0.8% | +1.2% | -2.0% | -0.8% |
| 6M | +7.1% | +11.3% | -4.3% | +5.4% |
| YTD | +13.4% | +20.7% | -7.3% | +9.4% |
| 1Y | +14.9% | +23.4% | -8.5% | +9.2% |
| All | +14.9% | +24.4% | -9.5% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling