-53.4%
NCMI vs VT
+11.9%
-65.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.3% | +10.3% | +10.2% |
| 7D | +18.4% | +2.4% | +16.0% | +17.0% |
| 30D | -15.8% | -1.5% | -14.3% | -15.1% |
| 3M | -30.2% | -4.1% | -26.1% | -28.7% |
| 6M | -36.6% | +0.6% | -37.2% | -37.3% |
| YTD | -51.0% | +11.0% | -62.1% | -55.9% |
| 1Y | -53.4% | +13.3% | -66.8% | -58.7% |
| All | -53.4% | +11.9% | -65.3% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling