-96.0%
NCMI vs VT
+346.0%
-442.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | -1.9% | -2.3% | +0.5% | +0.5% |
| 30D | -28.2% | -5.0% | -23.2% | -24.0% |
| 3M | -60.8% | -4.9% | -55.9% | -58.7% |
| 6M | -55.4% | -1.5% | -53.9% | -55.3% |
| YTD | -58.6% | +8.5% | -67.1% | -62.9% |
| 1Y | -60.8% | +11.4% | -72.2% | -66.0% |
| 3Y | -59.7% | +70.1% | -129.8% | -78.7% |
| 5Y | -95.3% | +53.7% | -149.0% | -97.0% |
| 10Y | -97.9% | +220.0% | -317.9% | -99.4% |
| All | -96.0% | +346.0% | -442.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling