-32.9%
NCIQ vs VT
+29.2%
-62.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.9% | -2.7% |
| 7D | -9.6% | +2.4% | -12.0% | -12.5% |
| 30D | -16.9% | -1.5% | -15.4% | -15.0% |
| 3M | +7.5% | -4.1% | +11.7% | +14.2% |
| 6M | -14.4% | +0.6% | -15.0% | -14.8% |
| YTD | -25.2% | +11.0% | -36.3% | -34.3% |
| 1Y | -33.7% | +13.3% | -47.0% | -43.1% |
| All | -32.9% | +29.2% | -62.1% | -45.6% |
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