-99.2%
NCRA vs VT
+81.4%
-180.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.2% | +4.9% |
| 7D | +4.1% | -0.1% | +4.2% | +4.2% |
| 30D | -4.3% | -3.1% | -1.3% | -3.5% |
| 3M | -24.9% | -3.5% | -21.4% | -24.0% |
| 6M | -79.0% | +0.5% | -79.4% | -79.0% |
| YTD | -94.0% | +10.8% | -104.7% | -94.2% |
| 1Y | -95.9% | +11.9% | -107.8% | -96.1% |
| 3Y | -96.6% | +73.0% | -169.6% | -97.1% |
| 5Y | -99.5% | +58.6% | -158.1% | -99.6% |
| All | -99.2% | +81.4% | -180.7% | -99.5% |
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