+10.5%
NCLO vs VT
+35.5%
-25.1%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | 0.0% | +1.0% | -1.0% | 0.0% |
| 30D | +0.5% | -0.2% | +0.8% | +0.6% |
| 3M | +1.4% | +4.5% | -3.2% | +1.1% |
| 6M | +5.4% | +14.1% | -8.7% | +4.6% |
| YTD | +3.6% | +14.8% | -11.2% | +2.8% |
| 1Y | +5.7% | +21.2% | -15.5% | +4.5% |
| All | +10.5% | +35.5% | -25.1% | +8.1% |
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