+409.6%
VUG vs NSC
+336.2%
+73.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.9% | -1.4% | -0.5% | -1.3% |
| 30D | -1.6% | -3.4% | +1.8% | -0.2% |
| 3M | +4.4% | +5.1% | -0.7% | +1.8% |
| 6M | +13.2% | +9.2% | +4.0% | +8.1% |
| YTD | +7.5% | +13.4% | -5.9% | +0.7% |
| 1Y | +12.5% | +20.8% | -8.3% | +2.4% |
| 3Y | +86.0% | +76.1% | +9.9% | +38.8% |
| 5Y | +76.5% | +45.3% | +31.2% | +42.5% |
| All | +409.6% | +336.2% | +73.4% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling