-21.4%
NCIQ vs VT
+32.7%
-54.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.6% |
| 7D | +2.5% | -0.1% | +2.6% | +2.7% |
| 30D | +24.7% | -0.7% | +25.4% | +25.9% |
| 3M | +30.0% | +4.0% | +26.0% | +23.2% |
| 6M | +13.7% | +12.3% | +1.4% | -2.9% |
| YTD | -12.5% | +14.0% | -26.5% | -25.9% |
| 1Y | -34.7% | +20.3% | -55.0% | -47.7% |
| All | -21.4% | +32.7% | -54.1% | -38.7% |
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