+14.6%
NCA vs VT
+222.7%
-208.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.4% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -2.7% | -0.7% | -2.1% | -2.6% |
| 3M | -2.9% | +4.0% | -6.9% | -3.7% |
| 6M | -1.4% | +12.3% | -13.7% | -3.8% |
| YTD | +1.5% | +14.0% | -12.5% | -1.3% |
| 1Y | +6.5% | +20.3% | -13.8% | +2.4% |
| 3Y | +17.5% | +75.4% | -57.9% | +4.1% |
| 5Y | +0.6% | +66.0% | -65.4% | -10.5% |
| 10Y | +14.6% | +228.2% | -213.6% | -17.7% |
| All | +14.6% | +222.7% | -208.1% | -17.7% |
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