-27.3%
NCIQ vs VT
+29.6%
-56.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -5.6% |
| 7D | -3.6% | +0.4% | -4.0% | -4.2% |
| 30D | -10.8% | -2.6% | -8.2% | -7.4% |
| 3M | +14.0% | -3.2% | +17.3% | +19.5% |
| 6M | -8.1% | +0.9% | -9.0% | -9.0% |
| YTD | -19.0% | +11.3% | -30.3% | -29.1% |
| 1Y | -32.6% | +14.0% | -46.6% | -42.6% |
| All | -27.3% | +29.6% | -56.8% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling