+137.9%
NC vs VT
+223.7%
-85.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +1.2% |
| 7D | +2.3% | +0.4% | +1.9% | +1.8% |
| 30D | -0.9% | -2.6% | +1.7% | +1.4% |
| 3M | -16.3% | -3.2% | -13.1% | -13.9% |
| 6M | -29.2% | +0.9% | -30.2% | -30.5% |
| YTD | -27.0% | +11.3% | -38.3% | -35.0% |
| 1Y | -18.7% | +14.0% | -32.7% | -29.3% |
| 3Y | +9.3% | +75.8% | -66.5% | -38.8% |
| 5Y | +20.8% | +57.8% | -37.0% | -24.8% |
| 10Y | +137.9% | +219.8% | -81.9% | -22.6% |
| All | +137.9% | +223.7% | -85.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling