+318.8%
VWO vs NSC
+1,284.2%
-965.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.7% | -1.4% | -0.3% | -1.1% |
| 30D | -0.3% | -3.4% | +3.1% | +1.3% |
| 3M | +4.0% | +5.1% | -1.1% | +1.0% |
| 6M | +8.1% | +9.2% | -1.1% | +2.5% |
| YTD | +11.6% | +13.4% | -1.8% | +3.6% |
| 1Y | +16.2% | +20.8% | -4.6% | +4.4% |
| 3Y | +63.3% | +76.1% | -12.8% | +16.2% |
| 5Y | +33.4% | +45.3% | -11.9% | +1.5% |
| 10Y | +113.3% | +335.7% | -222.4% | -21.5% |
| All | +318.8% | +1,284.2% | -965.4% | -24.5% |
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