-100.0%
NCNA vs VT
+65.7%
-165.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.2% |
| 7D | -1.4% | -0.1% | -1.3% | -1.2% |
| 30D | -4.9% | -0.7% | -4.2% | -3.9% |
| 3M | -30.5% | +4.0% | -34.5% | -33.9% |
| 6M | -29.7% | +12.3% | -42.0% | -40.2% |
| YTD | -61.9% | +14.0% | -76.0% | -68.2% |
| 1Y | -53.1% | +20.3% | -73.4% | -63.3% |
| 3Y | -100.0% | +75.4% | -175.4% | -100.0% |
| 5Y | -100.0% | +66.0% | -166.0% | -100.0% |
| All | -100.0% | +65.7% | -165.7% | -100.0% |
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