+12.5%
VUG vs NSC
+20.8%
-8.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.9% | -1.4% | -0.5% | -1.8% |
| 30D | -1.6% | -3.4% | +1.8% | -1.5% |
| 3M | +4.4% | +5.1% | -0.7% | +3.9% |
| 6M | +13.2% | +9.2% | +4.0% | +11.4% |
| YTD | +7.5% | +13.4% | -5.9% | +5.0% |
| 1Y | +12.5% | +20.8% | -8.3% | +9.0% |
| All | +12.5% | +20.8% | -8.3% | +9.0% |
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