+62.5%
VUG vs NSC
+31.3%
+31.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +2.5% | +2.5% | 0.0% | +1.6% |
| 30D | -6.3% | +1.7% | -8.0% | -6.9% |
| 3M | -6.0% | -2.6% | -3.5% | -5.3% |
| 6M | -3.5% | +6.4% | -10.0% | -6.5% |
| YTD | +3.9% | +15.5% | -11.6% | -3.0% |
| 1Y | +5.1% | +17.6% | -12.5% | -2.7% |
| 3Y | +77.9% | +75.0% | +2.9% | +32.4% |
| All | +62.5% | +31.3% | +31.2% | +36.1% |
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