-97.1%
NCMI vs VT
+222.7%
-319.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -1.6% |
| 7D | -5.2% | -0.1% | -5.0% | -5.0% |
| 30D | -39.7% | -0.7% | -39.1% | -39.4% |
| 3M | -33.0% | +4.0% | -37.0% | -37.1% |
| 6M | -31.9% | +12.3% | -44.2% | -42.8% |
| YTD | -37.7% | +14.0% | -51.7% | -48.7% |
| 1Y | -47.5% | +20.3% | -67.8% | -59.8% |
| 3Y | -46.3% | +75.4% | -121.7% | -76.1% |
| 5Y | -89.2% | +66.0% | -155.2% | -94.6% |
| 10Y | -97.1% | +228.2% | -325.3% | -99.2% |
| All | -97.1% | +222.7% | -319.7% | -99.2% |
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