In the modified RFX experiment (RFX-mod) external magnetic field coils and a close fitting thin conductive shell control radial magnetic fields. In the so-called virtual shell (VS) operation, radial field zeroing at the thin shell radius is stationary provided by the feedback-controlled coils. First experiments on RFX-mod proved the capability of the active scheme to steadily reduce the radial magnetic field. Furthermore it has been found that such edge magnetic field control extends its beneficial effects to the whole plasma. With respect to the old RFX, where magnetohydrodynamic modes amplitude was controlled by the use of a passive thick conductive shell, a stationary 2- to 3-fold reduction of the Br field amplitude in the core is obtained. The reduction of field fluctuations positively reflects on confinement. In fact, a strong reduction of the loop voltage is observed and correspondingly a 3-fold increase in pulse length is achieved by using the same poloidal flux swing. Temperature and particle measurements confirm the improved confinement properties of the VS operation. With a lower ohmic input power, higher electron temperature and lower particle influx are measured. Particle and heat transport have been studied by means of a 1D code. Local power balance was used to compute the heat conductivity profile: for the VS discharges a lower conductivity over a significant region of the plasma is found. The improved properties of RFX-mod VS operation provide a better confinement scaling in terms of plasma current. The results show that compared with the thick shell configuration, a significant confinement improvement can be obtained under stationary conditions by actively controlling the plasma magnetic boundary.