+1,187.3%
VUG vs NSC
+2,320.6%
-1,133.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +2.5% | +2.5% | 0.0% | +1.5% |
| 30D | -6.3% | +1.7% | -8.0% | -7.0% |
| 3M | -6.0% | -2.6% | -3.5% | -5.3% |
| 6M | -3.5% | +6.4% | -10.0% | -6.7% |
| YTD | +3.9% | +15.5% | -11.6% | -3.3% |
| 1Y | +5.1% | +17.6% | -12.5% | -3.0% |
| 3Y | +77.9% | +75.0% | +2.9% | +35.9% |
| 5Y | +62.4% | +32.2% | +30.2% | +38.3% |
| 10Y | +399.4% | +296.6% | +102.8% | +158.2% |
| All | +1,187.3% | +2,320.6% | -1,133.3% | +233.9% |
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 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