-25.7%
NCIQ vs VT
+26.3%
-52.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.8% |
| 7D | -2.1% | -2.3% | +0.2% | +1.2% |
| 30D | -10.6% | -5.0% | -5.7% | -4.0% |
| 3M | +17.5% | -4.9% | +22.4% | +26.2% |
| 6M | -7.4% | -1.5% | -5.8% | -5.0% |
| YTD | -17.3% | +8.5% | -25.8% | -24.9% |
| 1Y | -28.6% | +11.4% | -40.0% | -37.1% |
| All | -25.7% | +26.3% | -52.0% | -37.8% |
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