+715.8%
VTV vs NSC
+2,277.0%
-1,561.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -0.7% | -2.0% | +1.4% | +0.2% |
| 30D | -0.5% | -3.2% | +2.7% | +0.8% |
| 3M | +5.3% | +3.9% | +1.4% | +3.3% |
| 6M | +12.9% | +7.8% | +5.1% | +8.5% |
| YTD | +18.5% | +13.4% | +5.1% | +11.2% |
| 1Y | +25.3% | +20.3% | +5.0% | +14.5% |
| 3Y | +68.2% | +76.1% | -7.9% | +26.8% |
| 5Y | +80.6% | +45.0% | +35.6% | +45.9% |
| 10Y | +232.9% | +335.7% | -102.8% | +59.1% |
| All | +715.8% | +2,277.0% | -1,561.2% | +106.7% |
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