-6.5%
NCDL vs VT
+62.6%
-69.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -2.2% | +1.0% | -3.2% | -2.7% |
| 30D | -4.3% | -0.2% | -4.1% | -4.2% |
| 3M | +0.3% | +4.5% | -4.2% | -2.0% |
| 6M | -1.2% | +14.1% | -15.2% | -7.9% |
| YTD | -2.2% | +14.8% | -17.0% | -9.2% |
| 1Y | -12.6% | +21.2% | -33.8% | -21.0% |
| All | -6.5% | +62.6% | -69.1% | -24.6% |
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