-98.7%
NCPL vs VT
+223.7%
-322.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.4% | +2.6% | +41.8% | -94.5% |
| 7D | +15.9% | +0.4% | +15.6% | -100.2% |
| 30D | +59.6% | -2.6% | +62.2% | -100.4% |
| 3M | +342.8% | -3.2% | +346.1% | -100.0% |
| 6M | +358.4% | +0.9% | +357.5% | -100.0% |
| YTD | +175.8% | +11.3% | +164.4% | -100.0% |
| 1Y | -4.2% | +14.0% | -18.2% | -100.0% |
| 3Y | -92.9% | +75.8% | -168.7% | -100.0% |
| 5Y | -99.7% | +57.8% | -157.6% | -100.0% |
| 10Y | -98.7% | +219.8% | -318.5% | -100.0% |
| All | -98.7% | +223.7% | -322.4% | -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 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