-98.0%
NCMI vs VT
+217.6%
-315.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | +7.3% | -0.1% | +7.4% | +7.1% |
| 30D | -23.6% | -3.1% | -20.5% | -20.5% |
| 3M | -59.0% | -3.5% | -55.5% | -57.3% |
| 6M | -55.4% | +0.5% | -55.9% | -56.5% |
| YTD | -57.6% | +10.8% | -68.4% | -63.8% |
| 1Y | -57.7% | +11.9% | -69.6% | -64.5% |
| 3Y | -59.8% | +73.0% | -132.8% | -81.9% |
| 5Y | -95.0% | +58.6% | -153.6% | -97.4% |
| 10Y | -98.0% | +219.2% | -317.2% | -99.4% |
| All | -98.0% | +217.6% | -315.7% | -99.4% |
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