-96.5%
NCI vs VT
+57.8%
-154.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | +14.9% | -0.2% | +15.1% | +14.9% |
| 3M | +24.9% | +4.5% | +20.4% | +24.0% |
| 6M | -84.1% | +14.1% | -98.1% | -84.3% |
| YTD | +48.7% | +14.8% | +33.9% | +45.8% |
| 1Y | -16.4% | +21.2% | -37.6% | -22.6% |
| All | -96.5% | +57.8% | -154.3% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling