-99.1%
NCPL vs VT
+345.0%
-444.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.1% | -3.7% | +78.5% |
| 7D | -27.0% | -4.2% | -22.8% | +21.2% |
| 30D | +19.3% | -5.8% | +25.1% | +106.7% |
| 3M | +217.1% | -5.2% | +222.3% | +261.1% |
| 6M | +235.1% | +0.1% | +234.9% | -72.5% |
| YTD | +97.0% | +8.2% | +88.7% | -99.7% |
| 1Y | -35.0% | +10.1% | -45.1% | -100.0% |
| 3Y | -95.2% | +69.7% | -164.9% | -100.0% |
| 5Y | -99.8% | +53.4% | -153.2% | -100.0% |
| 10Y | -99.1% | +219.2% | -318.3% | -100.0% |
| All | -99.1% | +345.0% | -444.1% | -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 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