-7.1%
NCDL vs VT
+57.3%
-64.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -0.2% | +2.4% | -2.5% | -1.4% |
| 30D | +11.4% | -1.5% | +12.9% | +12.2% |
| 3M | -3.4% | -4.1% | +0.8% | -1.3% |
| 6M | -5.0% | +0.6% | -5.6% | -5.5% |
| YTD | -2.9% | +11.0% | -13.9% | -8.3% |
| 1Y | -7.5% | +13.3% | -20.9% | -13.6% |
| All | -7.1% | +57.3% | -64.4% | -23.9% |
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