-99.1%
NCPL vs VT
+215.5%
-314.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -15.4% |
| 7D | -20.8% | -2.3% | -18.4% | -103.5% |
| 30D | -20.8% | -5.0% | -15.8% | -103.7% |
| 3M | +199.3% | -4.9% | +204.2% | -100.3% |
| 6M | +217.4% | -1.5% | +218.9% | -100.0% |
| YTD | +90.9% | +8.5% | +82.4% | -100.0% |
| 1Y | -32.6% | +11.4% | -44.0% | -100.0% |
| 3Y | -95.1% | +70.1% | -165.2% | -100.0% |
| 5Y | -99.8% | +53.7% | -153.5% | -100.0% |
| All | -99.1% | +215.5% | -314.6% | -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