-95.4%
NCMI vs VT
+53.4%
-148.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.8% |
| 7D | -1.9% | -2.3% | +0.5% | +0.9% |
| 30D | -28.2% | -5.0% | -23.2% | -23.2% |
| 3M | -60.8% | -4.9% | -55.9% | -58.3% |
| 6M | -55.4% | -1.5% | -53.9% | -55.5% |
| YTD | -58.6% | +8.5% | -67.1% | -64.3% |
| 1Y | -60.8% | +11.4% | -72.2% | -67.6% |
| 3Y | -59.7% | +70.1% | -129.8% | -83.9% |
| All | -95.4% | +53.4% | -148.8% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling