+76.0%
VUG vs NSC
+44.1%
+31.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | -1.7% | -3.2% | +1.5% | -0.6% |
| 3M | +2.8% | +3.9% | -1.1% | +0.9% |
| 6M | +13.6% | +7.8% | +5.8% | +9.4% |
| YTD | +8.1% | +13.4% | -5.3% | +1.7% |
| 1Y | +13.1% | +20.3% | -7.2% | +3.7% |
| 3Y | +87.0% | +76.1% | +10.9% | +38.8% |
| 5Y | +76.0% | +45.0% | +31.0% | +43.9% |
| All | +76.0% | +44.1% | +31.9% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling