-99.9%
NCPL vs VT
+66.2%
-166.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.2% | -8.2% |
| 7D | -16.6% | +0.4% | -17.1% | -17.8% |
| 30D | +40.7% | +1.0% | +39.8% | +38.9% |
| 3M | -43.4% | +2.4% | -45.8% | -45.3% |
| 6M | +32.6% | +12.0% | +20.6% | +15.0% |
| YTD | -12.6% | +15.3% | -27.9% | -26.5% |
| 1Y | -69.6% | +22.6% | -92.2% | -76.1% |
| 3Y | -98.4% | +74.7% | -173.1% | -99.2% |
| All | -99.9% | +66.2% | -166.1% | -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